+93.2%
BALL vs SPY
+311.8%
-218.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.4% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | +11.2% | -2.4% | +13.5% | +12.9% |
| 3M | +5.0% | -1.2% | +6.1% | +5.5% |
| 6M | +14.8% | +3.3% | +11.5% | +11.3% |
| YTD | +25.5% | +12.3% | +13.2% | +13.9% |
| 1Y | +41.2% | +12.4% | +28.8% | +27.9% |
| 3Y | +40.5% | +78.8% | -38.3% | -13.3% |
| 5Y | -23.3% | +75.2% | -98.4% | -52.2% |
| 10Y | +93.2% | +311.1% | -217.9% | -45.6% |
| All | +93.2% | +311.8% | -218.6% | -45.6% |
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