+39.5%
BATT vs SPY
+78.0%
-38.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | -0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -12.7% | -3.3% | -9.3% | -8.9% |
| 3M | -16.9% | -2.4% | -14.4% | -14.2% |
| 6M | -26.3% | +2.6% | -28.9% | -27.8% |
| YTD | -7.1% | +11.2% | -18.3% | -16.4% |
| 1Y | -2.8% | +13.4% | -16.2% | -14.2% |
| 3Y | +39.5% | +79.9% | -40.3% | -25.6% |
| All | +39.5% | +78.0% | -38.5% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling