+90.0%
BALL vs SPY
+308.5%
-218.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -3.0% | +3.3% | -6.3% | -5.3% |
| 30D | +9.0% | -2.7% | +11.7% | +10.9% |
| 3M | +4.8% | -1.7% | +6.5% | +5.8% |
| 6M | +13.5% | +3.1% | +10.4% | +10.2% |
| YTD | +23.8% | +11.9% | +11.9% | +12.6% |
| 1Y | +41.6% | +12.0% | +29.6% | +28.6% |
| 3Y | +38.6% | +78.2% | -39.6% | -14.3% |
| 5Y | -25.8% | +73.2% | -99.1% | -53.4% |
| All | +90.0% | +308.5% | -218.5% | -46.5% |
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 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