+18.9%
BUFY vs SPY
+36.1%
-17.2%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +0.4% | -0.9% | +1.3% | +0.7% |
| 3M | +3.6% | +3.9% | -0.3% | +2.1% |
| 6M | +7.1% | +14.5% | -7.4% | +2.0% |
| YTD | +8.1% | +12.9% | -4.8% | +3.4% |
| 1Y | +11.4% | +19.4% | -8.0% | +4.5% |
| All | +18.9% | +36.1% | -17.2% | +5.8% |
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