-66.3%
BANL vs SPY
+77.0%
-143.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.3% | +3.9% |
| 7D | -30.1% | -0.8% | -29.3% | -29.9% |
| 30D | +4.2% | -1.1% | +5.3% | +4.6% |
| 3M | +23.9% | +3.9% | +20.1% | +22.7% |
| 6M | -11.7% | +13.6% | -25.3% | -15.1% |
| YTD | +9.7% | +12.7% | -3.0% | +5.8% |
| 1Y | -33.1% | +17.5% | -50.6% | -37.1% |
| 3Y | -66.3% | +76.9% | -143.2% | -81.3% |
| All | -66.3% | +77.0% | -143.3% | -81.3% |
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