+168.4%
BUG vs SPY
+178.5%
-10.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +0.3% | +0.1% | +0.3% | +0.4% |
| 3M | +13.4% | +2.0% | +11.4% | +11.5% |
| 6M | +58.9% | +13.0% | +45.9% | +41.6% |
| YTD | +35.8% | +13.5% | +22.3% | +20.6% |
| 1Y | +23.0% | +20.0% | +3.0% | +3.8% |
| 3Y | +64.1% | +77.2% | -13.1% | -3.2% |
| 5Y | +27.4% | +81.9% | -54.4% | -26.3% |
| All | +168.4% | +178.5% | -10.1% | +17.4% |
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 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