+294.7%
BAP vs SPY
+311.8%
-17.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.8% |
| 7D | +2.7% | -0.9% | +3.6% | +3.4% |
| 30D | -3.4% | -2.4% | -1.1% | -1.6% |
| 3M | -2.2% | -1.2% | -1.0% | -1.3% |
| 6M | +19.8% | +3.3% | +16.5% | +16.5% |
| YTD | +34.6% | +12.3% | +22.3% | +22.4% |
| 1Y | +49.6% | +12.4% | +37.1% | +36.0% |
| 3Y | +257.7% | +78.8% | +178.8% | +119.1% |
| 5Y | +272.6% | +75.2% | +197.5% | +130.6% |
| 10Y | +294.7% | +311.1% | -16.4% | +23.4% |
| All | +294.7% | +311.8% | -17.1% | +23.4% |
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