+28.1%
BA vs SPYM
+316.3%
-288.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -3.8% |
| 7D | -1.7% | +0.1% | -1.8% | -2.1% |
| 30D | -9.5% | -3.3% | -6.1% | -5.6% |
| 3M | -26.5% | -2.4% | -24.1% | -24.3% |
| 6M | -27.4% | +2.6% | -30.0% | -30.1% |
| YTD | -20.6% | +11.3% | -31.9% | -31.7% |
| 1Y | -11.4% | +13.5% | -24.9% | -25.9% |
| 3Y | -10.8% | +80.3% | -91.1% | -61.6% |
| 5Y | -21.9% | +72.7% | -94.7% | -63.9% |
| 10Y | +28.1% | +312.2% | -284.1% | -77.4% |
| All | +28.1% | +316.3% | -288.1% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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