-90.1%
BANL vs SPY
+101.0%
-191.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.5% | -12.7% | -12.9% |
| 7D | -64.0% | -0.4% | -63.6% | -63.8% |
| 30D | +47.1% | -1.4% | +48.4% | +48.3% |
| 3M | +13.4% | +3.7% | +9.7% | +11.5% |
| 6M | -27.0% | +13.0% | -40.0% | -31.6% |
| YTD | -2.1% | +12.4% | -14.5% | -8.2% |
| 1Y | -37.8% | +18.5% | -56.3% | -44.1% |
| 3Y | -70.2% | +77.6% | -147.8% | -85.3% |
| All | -90.1% | +101.0% | -191.2% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling