-47.8%
BV vs SPY
+221.3%
-269.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.9% |
| 7D | +0.7% | +0.5% | +0.2% | +0.1% |
| 30D | -2.4% | -0.9% | -1.4% | -1.2% |
| 3M | -9.8% | +3.9% | -13.7% | -14.2% |
| 6M | -12.1% | +14.5% | -26.6% | -25.5% |
| YTD | -11.8% | +12.9% | -24.7% | -23.8% |
| 1Y | -21.9% | +19.4% | -41.3% | -37.0% |
| 3Y | +35.4% | +78.5% | -43.1% | -33.1% |
| 5Y | -29.0% | +81.8% | -110.8% | -66.0% |
| All | -47.8% | +221.3% | -269.0% | -87.2% |
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 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