+41.1%
BALL vs SPY
+79.4%
-38.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.1% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | +11.2% | -2.4% | +13.5% | +12.3% |
| 3M | +5.0% | -1.2% | +6.1% | +5.3% |
| 6M | +14.8% | +3.3% | +11.5% | +12.3% |
| YTD | +25.5% | +12.3% | +13.2% | +16.9% |
| 1Y | +41.2% | +12.4% | +28.8% | +31.3% |
| All | +41.1% | +79.4% | -38.2% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling