+73.3%
BALL vs SPY
+313.2%
-239.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -1.0% | +0.1% | -1.0% | -1.1% |
| 3M | +19.3% | +2.0% | +17.3% | +17.2% |
| 6M | -2.6% | +13.0% | -15.6% | -11.6% |
| YTD | +19.5% | +13.5% | +5.9% | +7.9% |
| 1Y | +26.0% | +20.0% | +6.1% | +8.6% |
| 3Y | +18.9% | +77.2% | -58.3% | -25.9% |
| 5Y | -31.2% | +81.9% | -113.1% | -58.3% |
| All | +73.3% | +313.2% | -239.9% | -49.7% |
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