+126.0%
BAK vs SPY
+931.8%
-805.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.1% |
| 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% | -51.0% |
| 6M | -55.4% | +13.0% | -68.4% | -61.3% |
| YTD | -35.9% | +13.5% | -49.5% | -44.3% |
| 1Y | -44.6% | +20.0% | -64.5% | -54.6% |
| 3Y | -79.0% | +77.2% | -156.2% | -89.1% |
| 5Y | -91.3% | +81.9% | -173.2% | -95.7% |
| 10Y | -82.7% | +314.1% | -396.8% | -96.3% |
| All | +126.0% | +931.8% | -805.8% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling