+887.5%
BUUU vs SPY
+20.2%
+867.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.6% |
| 7D | +14.2% | -0.8% | +14.9% | +15.0% |
| 30D | +28.0% | -1.1% | +29.1% | +29.3% |
| 3M | +134.6% | +3.9% | +130.7% | +124.2% |
| 6M | +193.5% | +13.6% | +179.9% | +139.5% |
| YTD | +515.3% | +12.7% | +502.6% | +400.3% |
| 1Y | +489.6% | +17.5% | +472.0% | +372.1% |
| All | +887.5% | +20.2% | +867.3% | +677.0% |
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