+379.8%
BMA vs SPY
+738.6%
-358.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.6% |
| 7D | -3.9% | -0.6% | -3.3% | -3.4% |
| 30D | -11.0% | -3.7% | -7.3% | -7.4% |
| 3M | -31.3% | -2.7% | -28.6% | -29.3% |
| 6M | -19.8% | +2.2% | -21.9% | -21.6% |
| YTD | -33.4% | +10.8% | -44.2% | -39.9% |
| 1Y | -29.3% | +11.2% | -40.6% | -36.4% |
| 3Y | +246.9% | +76.5% | +170.4% | +93.6% |
| 5Y | +368.4% | +72.9% | +295.5% | +163.2% |
| 10Y | +23.5% | +304.8% | -281.3% | -70.2% |
| All | +379.8% | +738.6% | -358.9% | -38.9% |
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