+17.5%
SPYG vs BAH
-24.1%
+41.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.7% | -0.8% |
| 7D | -1.8% | +2.4% | -4.3% | -1.8% |
| 30D | -1.9% | -2.9% | +1.0% | -2.0% |
| 3M | +5.2% | -1.3% | +6.5% | +5.6% |
| 6M | +15.6% | -0.9% | +16.4% | +16.0% |
| YTD | +12.4% | -8.2% | +20.6% | +13.2% |
| 1Y | +17.5% | -24.0% | +41.4% | +18.1% |
| All | +17.5% | -24.1% | +41.5% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling