-32.9%
BTAL vs SPY
+318.9%
-351.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.0% |
| 7D | +0.1% | -2.0% | +2.1% | -0.9% |
| 30D | +3.5% | -1.7% | +5.2% | +2.7% |
| 3M | +3.0% | +4.7% | -1.7% | +5.8% |
| 6M | -12.9% | +12.5% | -25.4% | -7.0% |
| YTD | -14.3% | +11.7% | -26.0% | -8.6% |
| 1Y | -20.5% | +17.5% | -38.0% | -13.0% |
| 3Y | -26.9% | +76.6% | -103.4% | -2.5% |
| 5Y | -18.6% | +82.0% | -100.6% | +13.3% |
| All | -32.9% | +318.9% | -351.8% | +37.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling