-88.7%
BAER vs SPY
+81.8%
-170.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | -12.7% | -0.9% | -11.8% | -12.3% |
| 3M | -42.7% | +3.9% | -46.6% | -43.7% |
| 6M | -50.1% | +14.5% | -64.6% | -52.8% |
| YTD | -39.9% | +12.9% | -52.8% | -42.7% |
| 1Y | -44.2% | +19.4% | -63.5% | -47.6% |
| 3Y | -86.0% | +78.5% | -164.4% | -87.1% |
| 5Y | -88.7% | +81.8% | -170.4% | -89.4% |
| All | -88.7% | +81.8% | -170.4% | -89.4% |
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 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