-88.5%
BAER vs SPY
+110.2%
-198.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -37.4% | +0.1% | -37.4% | -37.4% |
| 3M | -45.6% | +2.0% | -47.6% | -46.1% |
| 6M | -55.2% | +13.0% | -68.2% | -57.3% |
| YTD | -39.1% | +13.5% | -52.6% | -42.0% |
| 1Y | -42.8% | +20.0% | -62.8% | -46.3% |
| 3Y | -83.4% | +77.2% | -160.5% | -84.7% |
| 5Y | -88.5% | +81.9% | -170.4% | -89.2% |
| All | -88.5% | +110.2% | -198.7% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling