+213.3%
BATRA vs SPY
+322.5%
-109.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.8% |
| 7D | -3.2% | -0.8% | -2.4% | -2.6% |
| 30D | -4.3% | -1.1% | -3.3% | -3.6% |
| 3M | -2.6% | +3.9% | -6.5% | -5.6% |
| 6M | +14.0% | +13.6% | +0.4% | +3.1% |
| YTD | +27.3% | +12.7% | +14.6% | +15.8% |
| 1Y | +17.3% | +17.5% | -0.2% | +3.1% |
| 3Y | +32.4% | +76.9% | -44.5% | -16.8% |
| 5Y | +111.1% | +83.6% | +27.5% | +26.4% |
| All | +213.3% | +322.5% | -109.2% | -12.8% |
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