+119.8%
BAUG vs SPY
+185.5%
-65.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.9% | -2.7% | +0.8% | -0.1% |
| 30D | -3.6% | -5.4% | +1.8% | +0.1% |
| 3M | -2.3% | -4.1% | +1.8% | +0.5% |
| 6M | +2.6% | +0.7% | +1.9% | +1.9% |
| YTD | +7.8% | +8.7% | -0.9% | +1.6% |
| 1Y | +10.1% | +10.9% | -0.8% | +2.3% |
| 3Y | +60.9% | +75.0% | -14.1% | +9.0% |
| 5Y | +63.5% | +67.8% | -4.3% | +13.0% |
| All | +119.8% | +185.5% | -65.7% | +2.2% |
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