-86.7%
BATL vs SPY
+160.2%
-246.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.3% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | -3.5% | -1.4% | -2.2% | -2.8% |
| 3M | +3.8% | +3.7% | +0.1% | -0.7% |
| 6M | -92.7% | +13.0% | -105.7% | -93.7% |
| YTD | +20.4% | +12.4% | +8.0% | +3.8% |
| 1Y | +30.8% | +18.5% | +12.2% | +6.8% |
| 3Y | -78.6% | +77.6% | -156.2% | -89.0% |
| 5Y | -83.6% | +81.7% | -165.3% | -92.0% |
| All | -86.7% | +160.2% | -246.9% | -95.3% |
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