+13.1%
BBAG vs SPY
+225.7%
-212.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.6% |
| 30D | +1.5% | -2.4% | +3.9% | +1.6% |
| 3M | -0.6% | -1.2% | +0.6% | -0.6% |
| 6M | -1.2% | +3.3% | -4.5% | -1.4% |
| YTD | -0.9% | +12.3% | -13.2% | -1.4% |
| 1Y | -0.8% | +12.4% | -13.2% | -1.3% |
| 3Y | +14.4% | +78.8% | -64.4% | +11.5% |
| 5Y | -1.5% | +75.2% | -76.7% | -4.3% |
| All | +13.1% | +225.7% | -212.5% | +8.8% |
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