+307.3%
SPY vs BA
+31.3%
+276.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | -3.3% | -9.5% | +6.1% | -1.1% |
| 3M | -2.4% | -26.5% | +24.0% | +5.0% |
| 6M | +2.6% | -27.4% | +29.9% | +10.3% |
| YTD | +11.2% | -20.6% | +31.8% | +16.4% |
| 1Y | +13.4% | -11.4% | +24.8% | +15.1% |
| 3Y | +79.9% | -10.8% | +90.7% | +77.1% |
| 5Y | +72.2% | -21.9% | +94.1% | +70.3% |
| 10Y | +307.3% | +28.1% | +279.2% | +255.4% |
| All | +307.3% | +31.3% | +276.0% | +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