+307.8%
SPY vs BA
+24.8%
+283.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +2.6% | -1.1% | +3.7% | +2.9% |
| 30D | -2.0% | -7.1% | +5.1% | -0.4% |
| 3M | -2.8% | -25.5% | +22.8% | +4.3% |
| 6M | +2.1% | -28.7% | +30.9% | +10.4% |
| YTD | +11.5% | -21.0% | +32.5% | +16.8% |
| 1Y | +13.5% | -11.9% | +25.3% | +15.3% |
| 3Y | +77.7% | -16.2% | +93.9% | +77.8% |
| 5Y | +72.6% | -22.4% | +95.0% | +70.9% |
| All | +307.8% | +24.8% | +283.0% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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