+19.9%
BAB vs SPY
+311.3%
-291.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | -0.3% | -0.9% | +0.7% | -0.2% |
| 3M | -0.5% | +3.9% | -4.4% | -0.7% |
| 6M | -1.9% | +14.5% | -16.5% | -2.5% |
| YTD | -0.7% | +12.9% | -13.6% | -1.2% |
| 1Y | 0.0% | +19.4% | -19.3% | -0.8% |
| 3Y | +14.5% | +78.5% | -63.9% | +11.5% |
| 5Y | -5.7% | +81.8% | -87.4% | -8.5% |
| 10Y | +19.9% | +311.5% | -291.7% | +16.2% |
| All | +19.9% | +311.3% | -291.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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