+23.3%
BA vs SPY
+307.0%
-283.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.5% |
| 7D | -1.1% | +2.6% | -3.7% | -4.6% |
| 30D | -7.1% | -2.0% | -5.1% | -5.0% |
| 3M | -25.5% | -2.8% | -22.8% | -23.0% |
| 6M | -28.7% | +2.1% | -30.9% | -31.1% |
| YTD | -21.0% | +11.5% | -32.5% | -32.3% |
| 1Y | -11.9% | +13.5% | -25.3% | -26.3% |
| 3Y | -16.2% | +77.7% | -93.9% | -63.5% |
| 5Y | -22.4% | +72.6% | -95.0% | -64.5% |
| All | +23.3% | +307.0% | -283.7% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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