+17.2%
SPBW vs SPY
+30.4%
-13.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -0.8% | -3.3% | +2.5% | +0.5% |
| 3M | +0.6% | -2.4% | +3.0% | +1.5% |
| 6M | +3.1% | +2.6% | +0.5% | +1.9% |
| YTD | +6.9% | +11.2% | -4.3% | +2.0% |
| 1Y | +8.7% | +13.4% | -4.7% | +2.8% |
| All | +17.2% | +30.4% | -13.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling