-22.6%
BALL vs SPY
+67.4%
-90.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -0.8% | -2.7% | +1.9% | +1.0% |
| 30D | +14.7% | -5.4% | +20.1% | +19.0% |
| 3M | +4.8% | -4.1% | +8.8% | +7.6% |
| 6M | +12.5% | +0.7% | +11.8% | +11.1% |
| YTD | +25.7% | +8.7% | +17.0% | +17.0% |
| 1Y | +38.2% | +10.9% | +27.3% | +26.3% |
| 3Y | +36.1% | +75.0% | -38.9% | -16.9% |
| All | -22.6% | +67.4% | -90.0% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling