-99.7%
BAOS vs SPY
+112.7%
-212.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | -0.6% |
| 7D | +3.0% | -0.7% | +3.7% | +4.2% |
| 30D | -28.3% | -1.0% | -27.2% | -26.9% |
| 3M | -69.6% | -0.3% | -69.2% | -69.3% |
| 6M | -94.0% | +7.3% | -101.4% | -94.7% |
| YTD | -93.8% | +13.3% | -107.1% | -94.9% |
| 1Y | -93.9% | +14.8% | -108.7% | -95.1% |
| 3Y | -95.8% | +82.9% | -178.8% | -98.2% |
| 5Y | -98.3% | +75.6% | -173.9% | -99.2% |
| All | -99.7% | +112.7% | -212.4% | -99.9% |
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