+5.8%
BABO vs SPY
+46.9%
-41.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -6.8% | -3.7% | -3.2% | -4.5% |
| 3M | -19.0% | -2.7% | -16.3% | -17.6% |
| 6M | -23.3% | +2.2% | -25.5% | -24.8% |
| YTD | -27.9% | +10.8% | -38.7% | -33.4% |
| 1Y | -32.5% | +11.2% | -43.7% | -37.8% |
| All | +5.8% | +46.9% | -41.1% | -17.9% |
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