+72.2%
SPY vs BB
-18.0%
+90.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +1.6% |
| 7D | +0.1% | +15.0% | -14.9% | -1.9% |
| 30D | -3.3% | +3.5% | -6.8% | -4.1% |
| 3M | -2.4% | +2.7% | -5.1% | -3.5% |
| 6M | +2.6% | +44.7% | -42.2% | -5.1% |
| YTD | +11.2% | +143.3% | -132.0% | -5.7% |
| 1Y | +13.4% | +102.2% | -88.8% | -1.3% |
| 3Y | +79.9% | +156.1% | -76.2% | +43.7% |
| 5Y | +72.2% | -17.6% | +89.8% | +70.1% |
| All | +72.2% | -18.0% | +90.2% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling