+14.8%
SPY vs BB
+88.0%
-73.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | +1.1% |
| 7D | -0.7% | -6.8% | +6.1% | -0.3% |
| 30D | -1.0% | -3.5% | +2.5% | -1.0% |
| 3M | -0.3% | -1.2% | +0.9% | -0.6% |
| 6M | +7.3% | +57.0% | -49.7% | +2.9% |
| YTD | +13.3% | +131.1% | -117.8% | +2.9% |
| 1Y | +14.8% | +87.6% | -72.8% | +5.9% |
| All | +14.8% | +88.0% | -73.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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