+28.1%
BA vs SPY
+315.0%
-286.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -3.8% |
| 7D | -1.7% | +0.1% | -1.8% | -2.1% |
| 30D | -9.5% | -3.3% | -6.1% | -5.6% |
| 3M | -26.5% | -2.4% | -24.0% | -24.3% |
| 6M | -27.4% | +2.6% | -29.9% | -30.1% |
| YTD | -20.6% | +11.2% | -31.8% | -31.8% |
| 1Y | -11.4% | +13.4% | -24.8% | -26.0% |
| 3Y | -10.8% | +79.9% | -90.7% | -61.9% |
| 5Y | -21.9% | +72.2% | -94.1% | -64.1% |
| 10Y | +28.1% | +307.3% | -279.2% | -78.9% |
| All | +28.1% | +315.0% | -286.9% | -78.9% |
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