-82.2%
BAK vs SPY
+311.3%
-393.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.3% |
| 7D | +16.4% | +0.5% | +15.8% | +15.6% |
| 30D | -16.2% | -0.9% | -15.2% | -15.0% |
| 3M | -45.6% | +3.9% | -49.5% | -48.5% |
| 6M | -60.9% | +14.5% | -75.5% | -67.4% |
| YTD | -34.9% | +12.9% | -47.8% | -44.4% |
| 1Y | -46.5% | +19.4% | -65.9% | -57.4% |
| 3Y | -80.1% | +78.5% | -158.6% | -90.9% |
| 5Y | -90.7% | +81.8% | -172.5% | -95.9% |
| 10Y | -82.2% | +311.5% | -393.7% | -97.6% |
| All | -82.2% | +311.3% | -393.5% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling