+182.6%
BUG vs SPY
+166.5%
+16.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -11.8% | -2.7% | -9.1% | -9.3% |
| 30D | -9.0% | -5.4% | -3.6% | -3.8% |
| 3M | +7.0% | -4.1% | +11.1% | +11.7% |
| 6M | +55.7% | +0.7% | +55.0% | +55.4% |
| YTD | +43.0% | +8.7% | +34.3% | +32.7% |
| 1Y | +31.4% | +10.9% | +20.5% | +19.6% |
| 3Y | +85.0% | +75.0% | +10.0% | +10.7% |
| 5Y | +31.1% | +67.8% | -36.7% | -18.6% |
| All | +182.6% | +166.5% | +16.1% | +29.1% |
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