+72.3%
BA vs SPYG
+410.1%
-337.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +2.5% | +1.2% | +1.3% | +1.2% |
| 30D | -10.1% | -1.6% | -8.6% | -8.6% |
| 3M | -2.4% | +3.4% | -5.8% | -6.0% |
| 6M | -8.8% | +18.9% | -27.7% | -24.4% |
| YTD | -2.9% | +13.8% | -16.7% | -16.0% |
| 1Y | -8.8% | +20.6% | -29.3% | -26.1% |
| 3Y | -0.3% | +100.5% | -100.8% | -55.6% |
| 5Y | -0.3% | +84.6% | -84.9% | -51.5% |
| 10Y | +72.3% | +410.8% | -338.5% | -72.9% |
| All | +72.3% | +410.1% | -337.7% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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