+457.1%
BA vs SPYG
+564.9%
-107.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | +0.4% | +0.8% | +0.8% |
| 30D | -11.6% | -0.4% | -11.2% | -11.3% |
| 3M | -2.4% | +0.5% | -2.9% | -3.0% |
| 6M | -6.6% | +17.5% | -24.1% | -18.8% |
| YTD | -2.2% | +14.3% | -16.6% | -13.3% |
| 1Y | -8.0% | +21.7% | -29.7% | -22.8% |
| 3Y | -5.0% | +98.6% | -103.6% | -48.6% |
| 5Y | -2.7% | +85.1% | -87.8% | -44.1% |
| 10Y | +75.9% | +412.0% | -336.2% | -53.2% |
| All | +457.1% | +564.9% | -107.7% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling