-46.9%
BV vs SPY
+223.0%
-270.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +7.2% | +0.1% | +7.1% | +7.2% |
| 3M | -7.0% | +2.0% | -9.0% | -9.6% |
| 6M | -15.2% | +13.0% | -28.2% | -27.0% |
| YTD | -10.3% | +13.5% | -23.9% | -23.1% |
| 1Y | -21.3% | +20.0% | -41.2% | -36.9% |
| 3Y | +36.4% | +77.2% | -40.8% | -32.0% |
| 5Y | -25.1% | +81.9% | -106.9% | -64.1% |
| All | -46.9% | +223.0% | -270.0% | -87.0% |
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 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