-6.5%
BATT vs SPY
+213.6%
-220.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | +2.3% | -0.4% | +2.6% | +2.7% |
| 30D | +1.0% | -1.4% | +2.4% | +2.6% |
| 3M | +0.2% | +3.7% | -3.5% | -3.4% |
| 6M | +4.3% | +13.0% | -8.7% | -7.8% |
| YTD | +14.3% | +12.4% | +1.9% | +1.9% |
| 1Y | +43.0% | +18.5% | +24.5% | +21.0% |
| 3Y | +45.3% | +77.6% | -32.4% | -20.1% |
| 5Y | +2.8% | +81.7% | -78.9% | -44.4% |
| All | -6.5% | +213.6% | -220.1% | -70.0% |
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