+311.1%
SPY vs BA
+28.0%
+283.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -0.9% | -1.4% | +0.5% | -0.5% |
| 30D | -2.4% | -7.9% | +5.5% | -0.5% |
| 3M | -1.2% | -25.2% | +24.0% | +5.9% |
| 6M | +3.3% | -26.7% | +30.0% | +10.8% |
| YTD | +12.3% | -19.6% | +31.9% | +17.2% |
| 1Y | +12.4% | -10.6% | +23.0% | +13.9% |
| 3Y | +78.8% | -11.2% | +90.1% | +76.3% |
| 5Y | +75.2% | -20.4% | +95.6% | +72.4% |
| 10Y | +311.1% | +26.8% | +284.3% | +256.7% |
| All | +311.1% | +28.0% | +283.1% | +256.7% |
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