-91.4%
BAK vs SPY
+304.1%
-395.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.8% |
| 30D | -39.0% | -3.7% | -35.3% | -36.2% |
| 3M | -50.2% | -2.7% | -47.5% | -48.5% |
| 6M | -69.9% | +2.2% | -72.1% | -71.0% |
| YTD | -62.4% | +10.8% | -73.2% | -67.2% |
| 1Y | -55.6% | +11.2% | -66.8% | -61.3% |
| 3Y | -86.2% | +76.5% | -162.7% | -93.6% |
| 5Y | -92.7% | +72.9% | -165.6% | -96.6% |
| 10Y | -91.4% | +304.8% | -396.2% | -98.7% |
| All | -91.4% | +304.1% | -395.5% | -98.7% |
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