+314.7%
SPY vs BBY
+252.7%
+62.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.1% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -1.1% | +9.4% | -10.5% | -3.5% |
| 3M | +3.9% | +19.3% | -15.5% | -1.2% |
| 6M | +13.6% | +47.9% | -34.3% | +1.5% |
| YTD | +12.7% | +39.6% | -26.9% | +1.8% |
| 1Y | +17.5% | +22.2% | -4.7% | +9.6% |
| 3Y | +76.9% | +45.0% | +31.9% | +51.7% |
| 5Y | +83.6% | +2.6% | +81.0% | +68.0% |
| All | +314.7% | +252.7% | +62.0% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling