+9,183.7%
BAP vs SPY
+2,129.9%
+7,053.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +35.5% |
| 3Y | +218.1% | +77.2% | +140.9% | +110.1% |
| 5Y | +376.9% | +81.9% | +295.0% | +208.4% |
| 10Y | +291.5% | +314.1% | -22.5% | +43.8% |
| All | +9,183.7% | +2,129.9% | +7,053.8% | +1,300.7% |
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