-85.0%
BAK vs SPY
+75.1%
-160.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.5% |
| 7D | -6.0% | -2.7% | -3.3% | -3.1% |
| 30D | -38.4% | -5.4% | -33.0% | -34.6% |
| 3M | -53.2% | -4.1% | -49.1% | -51.0% |
| 6M | -71.8% | +0.7% | -72.5% | -72.1% |
| YTD | -63.1% | +8.7% | -71.7% | -66.6% |
| 1Y | -54.8% | +10.9% | -65.6% | -59.8% |
| 3Y | -85.0% | +75.0% | -160.0% | -90.5% |
| All | -85.0% | +75.1% | -160.0% | -90.5% |
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