+250.1%
SPOT vs BAH
+131.5%
+118.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.1% | -1.3% |
| 7D | -6.9% | +2.4% | -9.3% | -7.4% |
| 30D | +4.1% | -2.9% | +7.1% | +4.8% |
| 3M | +3.7% | -1.3% | +5.0% | +3.5% |
| 6M | -1.6% | -0.9% | -0.7% | -2.1% |
| YTD | -10.2% | -8.2% | -1.9% | -9.7% |
| 1Y | -25.9% | -24.0% | -1.9% | -22.5% |
| 3Y | +235.6% | -28.1% | +263.7% | +235.2% |
| 5Y | +110.6% | +2.5% | +108.1% | +81.6% |
| All | +250.1% | +131.5% | +118.6% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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