+397.5%
SPYG vs BAH
+198.8%
+198.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +2.3% | +1.7% | +0.6% | +2.0% |
| 30D | -6.5% | +20.8% | -27.2% | -10.6% |
| 3M | -6.8% | +11.6% | -18.4% | -9.6% |
| 6M | -3.1% | +23.1% | -26.2% | -8.7% |
| YTD | +8.0% | +5.3% | +2.7% | +4.5% |
| 1Y | +10.2% | +6.1% | +4.1% | +6.1% |
| 3Y | +91.0% | -27.5% | +118.5% | +95.6% |
| 5Y | +67.7% | +6.2% | +61.6% | +45.6% |
| All | +397.5% | +198.8% | +198.7% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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