+303.3%
BAP vs SPY
+312.5%
-9.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | -1.8% | -1.4% | -0.4% | -0.6% |
| 3M | +7.4% | +3.7% | +3.7% | +4.1% |
| 6M | +19.3% | +13.0% | +6.3% | +8.0% |
| YTD | +37.0% | +12.4% | +24.6% | +24.5% |
| 1Y | +49.0% | +18.5% | +30.5% | +29.7% |
| 3Y | +231.8% | +77.6% | +154.1% | +103.7% |
| 5Y | +370.0% | +81.7% | +288.4% | +181.2% |
| 10Y | +303.3% | +319.7% | -16.4% | +9.0% |
| All | +303.3% | +312.5% | -9.2% | +9.0% |
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