+551.8%
BMA vs SPY
+759.2%
-207.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -12.3% | +0.1% | -12.3% | -12.3% |
| 3M | -9.2% | +2.0% | -11.2% | -10.9% |
| 6M | +9.0% | +13.0% | -4.0% | -4.0% |
| YTD | -9.4% | +13.5% | -23.0% | -20.4% |
| 1Y | +40.2% | +20.0% | +20.3% | +16.5% |
| 3Y | +259.7% | +77.2% | +182.5% | +100.0% |
| 5Y | +516.0% | +81.9% | +434.1% | +228.4% |
| 10Y | +52.3% | +314.1% | -261.8% | -64.1% |
| All | +551.8% | +759.2% | -207.3% | -19.0% |
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