-3.5%
BABO vs SPY
+48.3%
-51.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.6% | -7.7% |
| 7D | -13.0% | +3.3% | -16.2% | -15.0% |
| 30D | -14.9% | -2.7% | -12.2% | -13.4% |
| 3M | -23.1% | -1.7% | -21.3% | -22.3% |
| 6M | -27.7% | +3.1% | -30.8% | -29.5% |
| YTD | -34.2% | +11.9% | -46.1% | -39.6% |
| 1Y | -35.9% | +12.0% | -47.9% | -41.2% |
| All | -3.5% | +48.3% | -51.8% | -25.6% |
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