+196.5%
BUG vs SPY
+175.4%
+21.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.6% |
| 7D | -2.7% | -0.9% | -1.8% | -1.7% |
| 30D | -6.1% | -2.4% | -3.8% | -3.7% |
| 3M | +6.5% | -1.2% | +7.7% | +8.0% |
| 6M | +49.6% | +3.3% | +46.3% | +45.7% |
| YTD | +50.1% | +12.3% | +37.8% | +35.0% |
| 1Y | +34.5% | +12.4% | +22.0% | +20.9% |
| 3Y | +85.7% | +78.8% | +6.9% | +8.8% |
| 5Y | +36.3% | +75.2% | -38.9% | -18.6% |
| All | +196.5% | +175.4% | +21.1% | +31.4% |
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