+89.6%
BALL vs SPY
+315.0%
-225.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.4% |
| 7D | -1.9% | +0.1% | -1.9% | -2.0% |
| 30D | +14.3% | -3.3% | +17.6% | +16.9% |
| 3M | +5.6% | -2.4% | +8.0% | +7.2% |
| 6M | +15.0% | +2.6% | +12.4% | +12.1% |
| YTD | +27.4% | +11.2% | +16.1% | +16.5% |
| 1Y | +38.3% | +13.4% | +24.9% | +24.3% |
| 3Y | +43.1% | +79.9% | -36.7% | -12.2% |
| 5Y | -21.8% | +72.2% | -93.9% | -50.6% |
| 10Y | +89.6% | +307.3% | -217.7% | -45.4% |
| All | +89.6% | +315.0% | -225.4% | -45.4% |
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 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