+33.1%
BUG vs SPY
+74.0%
-40.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.8% |
| 7D | +3.0% | +3.3% | -0.3% | -0.6% |
| 30D | -7.0% | -2.7% | -4.4% | -3.9% |
| 3M | +5.5% | -1.7% | +7.3% | +8.0% |
| 6M | +50.1% | +3.1% | +47.0% | +45.7% |
| YTD | +48.2% | +11.9% | +36.3% | +31.1% |
| 1Y | +35.2% | +12.0% | +23.2% | +19.5% |
| 3Y | +83.4% | +78.2% | +5.3% | -5.0% |
| 5Y | +33.1% | +73.2% | -40.1% | -28.6% |
| All | +33.1% | +74.0% | -40.9% | -28.6% |
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