+260.7%
BUI vs SPY
+706.1%
-445.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -0.2% |
| 7D | -3.1% | -4.7% | +1.7% | -0.4% |
| 30D | +3.3% | -5.9% | +9.2% | +7.0% |
| 3M | -3.5% | -4.5% | +1.0% | -1.0% |
| 6M | -4.1% | +1.8% | -5.9% | -5.3% |
| YTD | +6.4% | +8.3% | -2.0% | +1.1% |
| 1Y | +10.5% | +9.3% | +1.1% | +4.5% |
| 3Y | +61.4% | +74.9% | -13.5% | +13.8% |
| 5Y | +40.8% | +67.3% | -26.5% | +0.8% |
| 10Y | +190.1% | +311.6% | -121.5% | +24.7% |
| All | +260.7% | +706.1% | -445.4% | +31.2% |
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