-20.4%
BA vs SPY
+74.6%
-95.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.8% |
| 7D | -1.4% | -0.9% | -0.5% | -0.6% |
| 30D | -7.9% | -2.4% | -5.5% | -5.7% |
| 3M | -25.2% | -1.2% | -24.0% | -24.4% |
| 6M | -26.7% | +3.3% | -30.0% | -29.5% |
| YTD | -19.6% | +12.3% | -31.9% | -29.6% |
| 1Y | -10.6% | +12.4% | -23.0% | -21.9% |
| 3Y | -11.2% | +78.8% | -90.1% | -54.8% |
| 5Y | -20.4% | +75.2% | -95.6% | -58.1% |
| All | -20.4% | +74.6% | -95.1% | -58.1% |
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