-24.4%
BTAL vs SPY
+311.8%
-336.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -0.5% |
| 7D | -0.4% | -0.9% | +0.5% | -0.7% |
| 30D | +5.5% | -2.4% | +7.9% | +4.5% |
| 3M | +9.4% | -1.2% | +10.6% | +9.2% |
| 6M | +9.8% | +3.3% | +6.5% | +12.5% |
| YTD | -9.5% | +12.3% | -21.7% | -2.9% |
| 1Y | -11.5% | +12.4% | -23.9% | -4.9% |
| 3Y | -30.1% | +78.8% | -108.9% | -6.2% |
| 5Y | -9.8% | +75.2% | -85.0% | +24.4% |
| 10Y | -24.4% | +311.1% | -335.5% | +55.2% |
| All | -24.4% | +311.8% | -336.1% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling