-10.1%
BA vs SPYG
+90.1%
-100.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | +1.1% | -3.6% | +4.7% | +3.7% |
| 30D | -7.9% | -11.2% | +3.2% | +0.1% |
| 3M | -25.3% | -8.1% | -17.3% | -20.9% |
| 6M | -24.6% | -3.3% | -21.3% | -23.2% |
| YTD | -20.1% | +5.5% | -25.7% | -24.1% |
| 1Y | -11.8% | +7.0% | -18.7% | -17.1% |
| 3Y | -10.1% | +89.5% | -99.6% | -35.6% |
| All | -10.1% | +90.1% | -100.3% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling