-29.1%
BTAL vs SPY
+78.7%
-107.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -1.4% |
| 7D | -4.1% | +0.5% | -4.6% | -3.6% |
| 30D | +0.3% | -0.9% | +1.3% | -0.4% |
| 3M | +2.2% | +3.9% | -1.7% | +6.2% |
| 6M | -17.6% | +14.5% | -32.1% | -6.8% |
| YTD | -16.9% | +12.9% | -29.8% | -6.8% |
| 1Y | -24.3% | +19.4% | -43.7% | -11.2% |
| 3Y | -29.1% | +78.5% | -107.5% | +13.6% |
| All | -29.1% | +78.7% | -107.8% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling