+3,076.5%
SPY vs BBY
+11,206.0%
-8,129.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +0.5% | +8.1% | -7.6% | -0.8% |
| 30D | -0.9% | +8.9% | -9.9% | -2.5% |
| 3M | +3.9% | +22.0% | -18.2% | +0.1% |
| 6M | +14.5% | +37.8% | -23.3% | +7.6% |
| YTD | +12.9% | +37.3% | -24.4% | +5.9% |
| 1Y | +19.4% | +21.6% | -2.2% | +14.0% |
| 3Y | +78.5% | +41.5% | +37.0% | +63.1% |
| 5Y | +81.8% | +1.2% | +80.5% | +73.1% |
| 10Y | +311.5% | +237.8% | +73.8% | +213.6% |
| All | +3,076.5% | +11,206.0% | -8,129.5% | +1,459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling