+6.9%
BASG vs SPY
+24.5%
-17.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +0.9% |
| 7D | -1.5% | -2.7% | +1.2% | +1.7% |
| 30D | -7.0% | -5.4% | -1.6% | -0.7% |
| 3M | -4.6% | -4.1% | -0.5% | +0.4% |
| 6M | +6.6% | +0.7% | +5.9% | +5.9% |
| YTD | +4.7% | +8.7% | -4.0% | -4.8% |
| 1Y | +3.3% | +10.9% | -7.6% | -8.2% |
| All | +6.9% | +24.5% | -17.6% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling