+379.2%
BMA vs SPY
+722.3%
-343.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -4.0% | -2.7% | -1.3% | -1.1% |
| 30D | -12.4% | -5.4% | -7.0% | -7.0% |
| 3M | -33.0% | -4.1% | -28.9% | -30.0% |
| 6M | -23.5% | +0.7% | -24.2% | -24.0% |
| YTD | -33.4% | +8.7% | -42.1% | -38.7% |
| 1Y | -31.4% | +10.9% | -42.2% | -38.0% |
| 3Y | +243.3% | +75.0% | +168.3% | +93.5% |
| 5Y | +398.9% | +67.8% | +331.1% | +189.8% |
| 10Y | +17.8% | +312.9% | -295.0% | -72.1% |
| All | +379.2% | +722.3% | -343.1% | -37.6% |
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 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