-93.5%
BAOS vs SPY
+13.0%
-106.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.6% |
| 30D | -20.2% | -2.4% | -17.8% | -19.1% |
| 3M | -76.7% | -1.2% | -75.6% | -76.5% |
| 6M | -93.7% | +3.3% | -97.0% | -93.8% |
| YTD | -93.8% | +12.3% | -106.1% | -94.3% |
| 1Y | -93.5% | +12.4% | -105.9% | -94.0% |
| All | -93.5% | +13.0% | -106.4% | -94.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling