+946.8%
SPYG vs BAH
+1,079.0%
-132.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +4.2% | -2.6% | +6.8% | +4.8% |
| 30D | -7.4% | +20.4% | -27.8% | -11.4% |
| 3M | -5.3% | +11.9% | -17.1% | -8.1% |
| 6M | -1.2% | +17.1% | -18.3% | -5.8% |
| YTD | +9.0% | +5.5% | +3.5% | +5.3% |
| 1Y | +8.8% | +5.6% | +3.2% | +4.8% |
| 3Y | +92.8% | -26.5% | +119.3% | +96.9% |
| 5Y | +69.3% | +6.5% | +62.8% | +52.4% |
| 10Y | +398.4% | +203.0% | +195.4% | +239.9% |
| All | +946.8% | +1,079.0% | -132.2% | +398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling