+85.0%
SPYG vs BAH
-3.7%
+88.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | -1.7% | -6.6% | +4.9% | -0.9% |
| 3M | +3.6% | -7.2% | +10.8% | +4.5% |
| 6M | +16.6% | -10.0% | +26.6% | +17.8% |
| YTD | +13.4% | -12.5% | +25.8% | +14.4% |
| 1Y | +19.6% | -27.9% | +47.5% | +24.4% |
| 3Y | +99.8% | -31.4% | +131.2% | +99.2% |
| 5Y | +85.0% | -3.2% | +88.2% | +62.4% |
| All | +85.0% | -3.7% | +88.6% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling