+109.6%
BAB vs SPY
+816.4%
-706.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +2.8% | -3.3% | +6.1% | +2.7% |
| 3M | -0.5% | -2.4% | +1.9% | -0.6% |
| 6M | -1.4% | +2.6% | -4.0% | -1.3% |
| YTD | -0.9% | +11.2% | -12.2% | -0.6% |
| 1Y | -0.8% | +13.4% | -14.2% | -0.4% |
| 3Y | +16.9% | +79.9% | -63.0% | +19.5% |
| 5Y | -5.7% | +72.2% | -77.9% | -4.0% |
| 10Y | +25.3% | +307.3% | -282.0% | +40.6% |
| All | +109.6% | +816.4% | -706.8% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling