+28.3%
BUG vs SPY
+67.4%
-39.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -11.8% | -2.7% | -9.1% | -8.9% |
| 30D | -9.0% | -5.4% | -3.6% | -2.9% |
| 3M | +7.0% | -4.1% | +11.1% | +12.5% |
| 6M | +55.7% | +0.7% | +55.0% | +55.2% |
| YTD | +43.0% | +8.7% | +34.3% | +30.7% |
| 1Y | +31.4% | +10.9% | +20.5% | +17.4% |
| 3Y | +85.0% | +75.0% | +10.0% | -2.4% |
| All | +28.3% | +67.4% | -39.1% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling