-15.5%
BABX vs SPY
+78.7%
-94.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.1% |
| 7D | -0.4% | +0.5% | -1.0% | -1.4% |
| 30D | -24.9% | -0.9% | -24.0% | -24.0% |
| 3M | -16.2% | +3.9% | -20.1% | -21.7% |
| 6M | -34.0% | +14.5% | -48.5% | -46.8% |
| YTD | -49.9% | +12.9% | -62.9% | -58.5% |
| 1Y | -50.5% | +19.4% | -69.8% | -61.8% |
| 3Y | -15.5% | +78.5% | -94.0% | -63.5% |
| All | -15.5% | +78.7% | -94.2% | -63.5% |
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