+72.9%
SPY vs BA
-21.0%
+93.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -3.7% | -8.9% | +5.2% | -1.7% |
| 3M | -2.7% | -25.5% | +22.8% | +4.3% |
| 6M | +2.2% | -27.0% | +29.1% | +9.6% |
| YTD | +10.8% | -20.1% | +31.0% | +15.7% |
| 1Y | +11.2% | -11.0% | +22.2% | +12.6% |
| 3Y | +76.5% | -11.8% | +88.3% | +72.6% |
| 5Y | +72.9% | -20.6% | +93.6% | +65.9% |
| All | +72.9% | -21.0% | +93.9% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling