+12.5%
BBAG vs SPY
+224.5%
-212.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.4% | +3.3% | -4.7% | -1.6% |
| 30D | +0.9% | -2.7% | +3.6% | +1.0% |
| 3M | -1.2% | -1.7% | +0.5% | -1.2% |
| 6M | -1.5% | +3.1% | -4.6% | -1.6% |
| YTD | -1.4% | +11.9% | -13.3% | -1.9% |
| 1Y | -1.3% | +12.0% | -13.3% | -1.8% |
| 3Y | +13.7% | +78.2% | -64.4% | +10.9% |
| 5Y | -2.0% | +73.2% | -75.2% | -4.8% |
| All | +12.5% | +224.5% | -212.0% | +8.2% |
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