+28.1%
BA vs SPYG
+401.0%
-372.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -3.4% |
| 7D | -1.7% | 0.0% | -1.7% | -2.0% |
| 30D | -9.5% | -8.4% | -1.1% | -1.4% |
| 3M | -26.5% | -6.2% | -20.2% | -22.0% |
| 6M | -27.4% | -1.8% | -25.6% | -26.9% |
| YTD | -20.6% | +8.4% | -29.0% | -28.3% |
| 1Y | -11.4% | +10.1% | -21.5% | -21.5% |
| 3Y | -10.8% | +94.9% | -105.8% | -59.5% |
| 5Y | -21.9% | +68.5% | -90.4% | -58.0% |
| 10Y | +28.1% | +392.2% | -364.1% | -77.6% |
| All | +28.1% | +401.0% | -372.9% | -77.6% |
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