+4.5%
BUSEP vs SPY
+32.9%
-28.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +1.1% | +2.0% | -0.9% | +0.9% |
| 6M | +0.1% | +13.0% | -12.9% | -0.8% |
| YTD | +1.0% | +13.5% | -12.5% | 0.0% |
| 1Y | +2.0% | +20.0% | -17.9% | +0.3% |
| All | +4.5% | +32.9% | -28.3% | +1.9% |
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