Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • BATT vs SPY✓SelectedUSD · SPYBATT vs SPY performance historyLatest closeAs of-1.04%09/04
Stock and ETF performance explorer

BATT vs SPY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-7.9%
SPY return
+216.8%
Excess return
-224.7%
Maximum drawdown
-69.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSPYExcessAlpha
1D-1.0%-0.4%-0.7%-0.6%
7D-2.2%+0.1%-2.3%-2.3%
30D+2.1%+0.1%+2.1%+2.1%
3M-9.0%+2.0%-11.0%-10.6%
6M+0.3%+13.0%-12.7%-11.3%
YTD+12.6%+13.5%-1.0%-0.7%
1Y+44.9%+20.0%+24.9%+21.0%
3Y+37.3%+77.2%-39.9%-24.3%
5Y+1.2%+81.9%-80.7%-45.4%
All-7.9%+216.8%-224.7%-70.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling