-42.8%
BTAL vs SPY
+756.7%
-799.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.4% |
| 30D | +1.6% | +0.1% | +1.5% | +1.7% |
| 3M | +4.9% | +2.0% | +2.9% | +6.4% |
| 6M | -14.5% | +13.0% | -27.5% | -8.4% |
| YTD | -16.1% | +13.5% | -29.7% | -9.8% |
| 1Y | -23.3% | +20.0% | -43.3% | -15.0% |
| 3Y | -27.5% | +77.2% | -104.7% | -1.9% |
| 5Y | -20.2% | +81.9% | -102.1% | +12.8% |
| 10Y | -35.1% | +314.1% | -349.2% | +35.3% |
| All | -42.8% | +756.7% | -799.5% | +86.8% |
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