-93.2%
BATL vs SPY
+156.6%
-249.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -6.7% |
| 7D | -16.0% | -0.6% | -15.4% | -15.6% |
| 30D | -30.9% | -3.7% | -27.2% | -29.4% |
| 3M | -50.5% | -2.7% | -47.7% | -49.9% |
| 6M | -75.8% | +2.2% | -78.0% | -76.9% |
| YTD | -38.2% | +10.8% | -49.1% | -46.5% |
| 1Y | -37.7% | +11.2% | -48.9% | -46.3% |
| 3Y | -89.3% | +76.5% | -165.8% | -94.5% |
| 5Y | -94.5% | +72.9% | -167.4% | -97.1% |
| All | -93.2% | +156.6% | -249.7% | -97.6% |
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 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