-98.0%
BAER vs SPY
+101.2%
-199.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.8% | -3.6% |
| 7D | -53.6% | -2.7% | -50.9% | -52.6% |
| 30D | -69.5% | -5.4% | -64.1% | -68.6% |
| 3M | -88.4% | -4.1% | -84.3% | -88.1% |
| 6M | -90.2% | +0.7% | -90.9% | -90.2% |
| YTD | -89.3% | +8.7% | -98.0% | -89.5% |
| 1Y | -87.8% | +10.9% | -98.7% | -88.2% |
| 3Y | -96.4% | +75.0% | -171.4% | -96.5% |
| 5Y | -98.0% | +67.8% | -165.8% | -98.1% |
| All | -98.0% | +101.2% | -199.2% | -98.1% |
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