+263.0%
BAP vs SPY
+315.0%
-52.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +0.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -6.6% | -3.3% | -3.3% | -4.1% |
| 3M | -8.0% | -2.4% | -5.6% | -6.2% |
| 6M | +12.8% | +2.6% | +10.2% | +10.3% |
| YTD | +29.9% | +11.2% | +18.6% | +19.1% |
| 1Y | +43.6% | +13.4% | +30.2% | +29.7% |
| 3Y | +254.4% | +79.9% | +174.5% | +115.9% |
| 5Y | +267.9% | +72.2% | +195.7% | +131.0% |
| 10Y | +263.0% | +307.3% | -44.3% | +14.0% |
| All | +263.0% | +315.0% | -52.0% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling