-89.0%
BANL vs SPY
+101.5%
-190.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.3% | +3.7% |
| 7D | -30.1% | -0.8% | -29.3% | -29.7% |
| 30D | +4.2% | -1.1% | +5.3% | +4.9% |
| 3M | +23.9% | +3.9% | +20.1% | +21.8% |
| 6M | -11.7% | +13.6% | -25.3% | -17.5% |
| YTD | +9.7% | +12.7% | -3.0% | +2.8% |
| 1Y | -33.1% | +17.5% | -50.6% | -39.5% |
| 3Y | -66.3% | +76.9% | -143.2% | -83.1% |
| All | -89.0% | +101.5% | -190.5% | -97.4% |
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