-34.8%
BABX vs SPY
+95.7%
-130.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | -0.2% |
| 7D | -7.1% | -0.8% | -6.4% | -5.8% |
| 30D | -25.5% | -1.1% | -24.5% | -24.4% |
| 3M | -12.3% | +3.9% | -16.1% | -18.1% |
| 6M | -42.8% | +13.6% | -56.4% | -53.6% |
| YTD | -53.0% | +12.7% | -65.7% | -61.1% |
| 1Y | -61.3% | +17.5% | -78.8% | -69.8% |
| 3Y | -18.9% | +76.9% | -95.8% | -68.4% |
| All | -34.8% | +95.7% | -130.5% | -79.0% |
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