+2,947.4%
SPY vs BA
+1,603.3%
+1,344.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.6% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -5.9% | -9.1% | +3.2% | -3.4% |
| 3M | -4.5% | -28.2% | +23.6% | +5.0% |
| 6M | +1.8% | -23.1% | +24.9% | +9.1% |
| YTD | +8.3% | -20.6% | +28.9% | +14.4% |
| 1Y | +9.3% | -12.7% | +22.1% | +11.8% |
| 3Y | +74.9% | -11.6% | +86.4% | +72.0% |
| 5Y | +67.3% | -23.1% | +90.4% | +66.0% |
| 10Y | +311.6% | +34.4% | +277.2% | +192.3% |
| All | +2,947.4% | +1,603.3% | +1,344.1% | +917.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling