+191.3%
BUI vs SPY
+304.1%
-112.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -1.4% | -0.6% | -0.8% | -1.1% |
| 30D | +1.7% | -3.7% | +5.4% | +4.0% |
| 3M | -0.5% | -2.7% | +2.2% | +1.1% |
| 6M | -1.0% | +2.2% | -3.2% | -2.6% |
| YTD | +7.8% | +10.8% | -3.1% | +0.6% |
| 1Y | +10.0% | +11.2% | -1.3% | +2.4% |
| 3Y | +71.9% | +76.5% | -4.6% | +16.9% |
| 5Y | +41.5% | +72.9% | -31.4% | -3.8% |
| 10Y | +191.3% | +304.8% | -113.5% | +21.3% |
| All | +191.3% | +304.1% | -112.8% | +21.3% |
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