+8,344.0%
BAP vs SPY
+2,034.2%
+6,309.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -0.3% | -2.7% | +2.4% | +1.7% |
| 30D | -7.5% | -5.4% | -2.1% | -3.8% |
| 3M | -11.4% | -4.1% | -7.3% | -8.7% |
| 6M | +11.6% | +0.7% | +10.9% | +10.9% |
| YTD | +27.0% | +8.7% | +18.3% | +19.7% |
| 1Y | +40.8% | +10.9% | +29.9% | +30.9% |
| 3Y | +240.7% | +75.0% | +165.7% | +127.2% |
| 5Y | +251.4% | +67.8% | +183.6% | +140.6% |
| 10Y | +270.6% | +312.9% | -42.3% | +36.4% |
| All | +8,344.0% | +2,034.2% | +6,309.8% | +1,214.4% |
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 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