-96.2%
BAIG vs SPY
+12.1%
-108.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -0.4% | -17.6% | -15.7% |
| 7D | -29.1% | +2.6% | -31.7% | -38.3% |
| 30D | -31.7% | -2.0% | -29.7% | -18.0% |
| 3M | -73.4% | -2.8% | -70.6% | -65.4% |
| 6M | -86.4% | +2.1% | -88.5% | -85.8% |
| YTD | -94.0% | +11.5% | -105.5% | -96.2% |
| 1Y | -96.2% | +13.5% | -109.7% | -97.9% |
| All | -96.2% | +12.1% | -108.3% | -97.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling