+866.3%
SPY vs BB
+325.9%
+540.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -0.6% | +11.6% | -12.2% | -1.9% |
| 30D | -3.7% | +2.6% | -6.3% | -4.2% |
| 3M | -2.7% | +3.5% | -6.3% | -3.7% |
| 6M | +2.2% | +43.5% | -41.3% | -3.6% |
| YTD | +10.8% | +141.2% | -130.3% | -2.1% |
| 1Y | +11.2% | +97.4% | -86.2% | +0.4% |
| 3Y | +76.5% | +151.1% | -74.6% | +49.8% |
| 5Y | +72.9% | -12.8% | +85.7% | +61.4% |
| 10Y | +304.8% | +27.5% | +277.3% | +221.2% |
| All | +866.3% | +325.9% | +540.3% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling