+30.3%
BUFP vs SPY
+44.2%
-13.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.1% | -0.4% | +0.2% | +0.1% |
| 30D | -0.1% | -1.4% | +1.3% | +0.6% |
| 3M | +3.0% | +3.7% | -0.7% | +0.9% |
| 6M | +8.1% | +13.0% | -4.9% | +1.0% |
| YTD | +8.5% | +12.4% | -3.9% | +1.6% |
| 1Y | +12.6% | +18.5% | -5.9% | +2.4% |
| All | +30.3% | +44.2% | -13.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling