+107.2%
BUSE vs SPY
+1,127.7%
-1,020.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | -0.7% | -0.8% | 0.0% | 0.0% |
| 30D | -2.7% | -1.1% | -1.6% | -1.7% |
| 3M | +7.9% | +3.9% | +4.0% | +3.7% |
| 6M | +24.7% | +13.6% | +11.0% | +9.9% |
| YTD | +31.7% | +12.7% | +19.0% | +16.9% |
| 1Y | +28.6% | +17.5% | +11.1% | +9.6% |
| 3Y | +73.1% | +76.9% | -3.8% | -0.4% |
| 5Y | +62.6% | +83.6% | -21.0% | -11.3% |
| 10Y | +88.5% | +320.7% | -232.2% | -52.3% |
| All | +107.2% | +1,127.7% | -1,020.5% | -72.6% |
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 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