-22.1%
BA vs SPY
+67.4%
-89.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | +1.1% | -2.7% | +3.8% | +4.1% |
| 30D | -7.9% | -5.4% | -2.5% | -2.2% |
| 3M | -25.3% | -4.1% | -21.2% | -21.9% |
| 6M | -24.6% | +0.7% | -25.3% | -25.3% |
| YTD | -20.1% | +8.7% | -28.8% | -27.4% |
| 1Y | -11.8% | +10.9% | -22.6% | -21.7% |
| 3Y | -10.1% | +75.0% | -85.1% | -53.1% |
| All | -22.1% | +67.4% | -89.5% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling