+228.5%
BAP vs SPY
+77.4%
+151.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | +17.2% | +2.0% | +15.2% | +15.4% |
| 6M | +18.1% | +13.0% | +5.1% | +8.3% |
| YTD | +39.6% | +13.5% | +26.0% | +27.6% |
| 1Y | +54.1% | +20.0% | +34.1% | +36.2% |
| All | +228.5% | +77.4% | +151.1% | +109.9% |
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 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