-3.5%
BABO vs SPY
+47.8%
-51.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -14.2% | +2.6% | -16.8% | -15.8% |
| 30D | -15.6% | -2.0% | -13.6% | -14.6% |
| 3M | -21.4% | -2.8% | -18.6% | -19.9% |
| 6M | -32.3% | +2.1% | -34.4% | -33.6% |
| YTD | -34.2% | +11.5% | -45.7% | -39.5% |
| 1Y | -36.8% | +13.5% | -50.3% | -42.6% |
| All | -3.5% | +47.8% | -51.3% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling