-19.5%
BV vs SPY
+12.1%
-31.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.6% |
| 7D | -15.6% | +2.6% | -18.2% | -17.5% |
| 30D | -6.8% | -2.0% | -4.8% | -5.5% |
| 3M | -15.0% | -2.8% | -12.2% | -13.0% |
| 6M | -21.5% | +2.1% | -23.7% | -23.8% |
| YTD | -22.3% | +11.5% | -33.7% | -32.0% |
| 1Y | -19.5% | +13.5% | -32.9% | -30.8% |
| All | -19.5% | +12.1% | -31.5% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling