+20.4%
BALQ vs SPY
+13.0%
+7.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.6% |
| 7D | +1.6% | -0.4% | +1.9% | +2.1% |
| 30D | -0.1% | -1.4% | +1.3% | +1.9% |
| 3M | +3.3% | +3.7% | -0.4% | -1.8% |
| 6M | +21.5% | +13.0% | +8.5% | +3.7% |
| YTD | +21.0% | +12.4% | +8.6% | +4.1% |
| All | +20.4% | +13.0% | +7.5% | +3.6% |
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