-89.3%
BAIG vs SPY
+21.7%
-111.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | +2.7% |
| 7D | -1.8% | +0.5% | -2.4% | -5.4% |
| 30D | -23.2% | -0.9% | -22.3% | -17.4% |
| 3M | -60.4% | +3.9% | -64.3% | -67.5% |
| 6M | -66.8% | +14.5% | -81.3% | -84.1% |
| YTD | -83.2% | +12.9% | -96.2% | -90.8% |
| 1Y | -86.2% | +19.4% | -105.6% | -93.2% |
| All | -89.3% | +21.7% | -111.0% | -94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling