-33.8%
BTAL vs SPY
+321.4%
-355.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.5% |
| 7D | -1.5% | -0.4% | -1.2% | -1.7% |
| 30D | +0.7% | -1.4% | +2.1% | +0.1% |
| 3M | +4.2% | +3.7% | +0.5% | +6.5% |
| 6M | -15.0% | +13.0% | -28.0% | -9.0% |
| YTD | -15.4% | +12.4% | -27.8% | -9.6% |
| 1Y | -22.8% | +18.5% | -41.4% | -15.2% |
| 3Y | -27.8% | +77.6% | -105.4% | -3.5% |
| 5Y | -19.3% | +81.7% | -101.0% | +12.4% |
| All | -33.8% | +321.4% | -355.2% | +35.6% |
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 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