+115.5%
BAPR vs SPY
+199.4%
-83.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | +0.3% | -0.9% | +1.3% | +0.9% |
| 3M | +3.1% | +3.9% | -0.7% | +0.6% |
| 6M | +12.9% | +14.5% | -1.6% | +3.5% |
| YTD | +13.5% | +12.9% | +0.6% | +4.9% |
| 1Y | +17.3% | +19.4% | -2.1% | +4.4% |
| 3Y | +51.5% | +78.5% | -27.0% | +4.2% |
| 5Y | +67.9% | +81.8% | -13.8% | +13.0% |
| All | +115.5% | +199.4% | -83.9% | +3.7% |
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 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