-95.9%
BAOS vs SPY
+75.1%
-171.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.4% |
| 7D | +6.0% | -2.7% | +8.7% | +10.7% |
| 30D | -32.5% | -5.4% | -27.1% | -26.0% |
| 3M | -73.2% | -4.1% | -69.1% | -71.2% |
| 6M | -94.6% | +0.7% | -95.3% | -94.7% |
| YTD | -94.1% | +8.7% | -102.8% | -95.0% |
| 1Y | -94.0% | +10.9% | -104.9% | -95.1% |
| 3Y | -95.9% | +75.0% | -170.9% | -98.0% |
| All | -95.9% | +75.1% | -171.0% | -98.0% |
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 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