+2,956.9%
SPY vs BA
+1,612.2%
+1,344.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | -5.4% | -7.9% | +2.5% | -3.3% |
| 3M | -4.1% | -25.3% | +21.2% | +4.3% |
| 6M | +0.7% | -24.6% | +25.3% | +8.6% |
| YTD | +8.7% | -20.1% | +28.8% | +14.5% |
| 1Y | +10.9% | -11.8% | +22.6% | +13.0% |
| 3Y | +75.0% | -10.1% | +85.1% | +71.3% |
| 5Y | +67.8% | -22.7% | +90.5% | +66.3% |
| 10Y | +312.9% | +35.1% | +277.8% | +192.8% |
| All | +2,956.9% | +1,612.2% | +1,344.7% | +919.3% |
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