+159.2%
BANX vs SPY
+429.8%
-270.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.4% | -2.0% | +3.3% | +2.2% |
| 30D | +3.3% | -1.7% | +5.0% | +4.1% |
| 3M | +10.0% | +4.7% | +5.3% | +7.7% |
| 6M | +13.9% | +12.5% | +1.4% | +7.9% |
| YTD | +2.4% | +11.7% | -9.3% | -2.6% |
| 1Y | +11.2% | +17.5% | -6.3% | +3.3% |
| 3Y | +78.1% | +76.6% | +1.5% | +35.9% |
| 5Y | +65.5% | +82.0% | -16.5% | +22.6% |
| 10Y | +178.9% | +317.1% | -138.2% | +39.1% |
| All | +159.2% | +429.8% | -270.6% | +26.4% |
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 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