-34.5%
BABX vs SPY
+95.3%
-129.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -4.9% |
| 7D | -4.5% | -0.4% | -4.1% | -3.9% |
| 30D | -33.2% | -1.4% | -31.8% | -31.8% |
| 3M | -20.5% | +3.7% | -24.2% | -25.6% |
| 6M | -39.4% | +13.0% | -52.4% | -50.4% |
| YTD | -52.8% | +12.4% | -65.2% | -60.8% |
| 1Y | -56.9% | +18.5% | -75.4% | -66.7% |
| 3Y | -20.4% | +77.6% | -98.0% | -69.3% |
| All | -34.5% | +95.3% | -129.8% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling