+10.8%
BASG vs SPY
+29.4%
-18.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | 0.0% | +0.5% | -0.6% | -0.7% |
| 30D | -2.6% | -0.9% | -1.6% | -1.5% |
| 3M | +6.4% | +3.9% | +2.5% | +1.9% |
| 6M | +17.5% | +14.5% | +3.0% | +0.1% |
| YTD | +8.5% | +12.9% | -4.4% | -5.7% |
| 1Y | +7.8% | +19.4% | -11.6% | -12.2% |
| All | +10.8% | +29.4% | -18.6% | -17.4% |
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 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