-91.3%
BAK vs SPY
+82.0%
-173.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | +12.5% | +0.1% | +12.4% | +12.4% |
| 30D | -16.4% | +0.1% | -16.4% | -16.4% |
| 3M | -49.7% | +2.0% | -51.7% | -50.8% |
| 6M | -55.4% | +13.0% | -68.4% | -60.8% |
| YTD | -35.9% | +13.5% | -49.5% | -43.7% |
| 1Y | -44.6% | +20.0% | -64.5% | -53.6% |
| 3Y | -79.0% | +77.2% | -156.2% | -87.9% |
| All | -91.3% | +82.0% | -173.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling