+28.5%
BUFP vs SPY
+39.4%
-10.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -1.7% | -2.7% | +1.0% | -0.3% |
| 30D | -3.0% | -5.4% | +2.4% | -0.1% |
| 3M | -1.3% | -4.1% | +2.8% | +0.9% |
| 6M | +2.0% | +0.7% | +1.3% | +1.4% |
| YTD | +7.0% | +8.7% | -1.6% | +2.0% |
| 1Y | +9.4% | +10.9% | -1.5% | +3.1% |
| All | +28.5% | +39.4% | -10.8% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling