+9.4%
BASG vs SPY
+27.7%
-18.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +2.4% | +2.6% | -0.2% | -0.7% |
| 30D | -2.4% | -2.0% | -0.4% | 0.0% |
| 3M | -4.8% | -2.8% | -2.1% | -1.5% |
| 6M | +8.9% | +2.1% | +6.7% | +6.5% |
| YTD | +7.1% | +11.5% | -4.4% | -5.4% |
| 1Y | +6.2% | +13.5% | -7.3% | -8.1% |
| All | +9.4% | +27.7% | -18.4% | -17.2% |
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