-48.5%
BALY vs SPY
+27.3%
-75.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.9% |
| 7D | -11.4% | -2.0% | -9.4% | -9.4% |
| 30D | -30.1% | -1.7% | -28.4% | -28.5% |
| 3M | -40.9% | +4.7% | -45.6% | -44.0% |
| 6M | -28.8% | +12.5% | -41.3% | -37.8% |
| YTD | -45.1% | +11.7% | -56.8% | -51.6% |
| 1Y | -8.6% | +17.5% | -26.1% | -23.6% |
| All | -48.5% | +27.3% | -75.8% | -70.7% |
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