+26.8%
BA vs SPYM
+313.3%
-286.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -1.1% |
| 7D | -1.4% | -0.9% | -0.5% | -0.4% |
| 30D | -7.9% | -2.4% | -5.5% | -5.3% |
| 3M | -25.2% | -1.1% | -24.0% | -24.3% |
| 6M | -26.7% | +3.3% | -30.0% | -30.2% |
| YTD | -19.6% | +12.4% | -32.0% | -31.8% |
| 1Y | -10.6% | +12.5% | -23.1% | -24.3% |
| 3Y | -11.2% | +79.1% | -90.4% | -61.4% |
| 5Y | -20.4% | +75.7% | -96.1% | -64.1% |
| 10Y | +26.8% | +313.9% | -287.1% | -77.7% |
| All | +26.8% | +313.3% | -286.5% | -77.7% |
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