+75.4%
SPY vs BBY
+38.5%
+36.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -1.7% | +5.8% | -7.4% | -2.7% |
| 3M | +4.7% | +18.0% | -13.3% | +1.4% |
| 6M | +12.5% | +39.8% | -27.3% | +5.0% |
| YTD | +11.7% | +35.4% | -23.7% | +4.6% |
| 1Y | +17.5% | +21.4% | -3.9% | +12.4% |
| All | +75.4% | +38.5% | +36.9% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling