-30.4%
BV vs SPY
+67.4%
-97.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.3% |
| 7D | -0.8% | -2.7% | +1.9% | +1.8% |
| 30D | +12.2% | -5.4% | +17.6% | +18.5% |
| 3M | +6.7% | -4.1% | +10.8% | +11.2% |
| 6M | -11.7% | +0.7% | -12.4% | -13.0% |
| YTD | -7.9% | +8.7% | -16.6% | -16.0% |
| 1Y | -1.9% | +10.9% | -12.7% | -12.4% |
| 3Y | +62.5% | +75.0% | -12.5% | -10.4% |
| All | -30.4% | +67.4% | -97.7% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling