+998.2%
SPYG vs BAH
+886.2%
+112.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.2% |
| 7D | +0.4% | -3.2% | +3.6% | +1.1% |
| 30D | -0.4% | +2.0% | -2.5% | -1.0% |
| 3M | +0.5% | -7.6% | +8.2% | +1.9% |
| 6M | +17.5% | -5.7% | +23.1% | +17.7% |
| YTD | +14.3% | -11.7% | +26.1% | +15.6% |
| 1Y | +21.7% | -27.4% | +49.1% | +28.6% |
| 3Y | +98.6% | -32.5% | +131.2% | +106.0% |
| 5Y | +85.1% | -3.3% | +88.4% | +69.7% |
| 10Y | +412.0% | +186.0% | +226.0% | +255.0% |
| All | +998.2% | +886.2% | +112.0% | +447.5% |
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