+318.0%
SPYM vs BAH
+207.9%
+110.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -0.8% | +4.3% | -5.0% | -1.8% |
| 30D | -1.1% | -2.5% | +1.4% | -0.6% |
| 3M | +3.9% | -0.9% | +4.8% | +3.6% |
| 6M | +13.6% | +1.5% | +12.2% | +12.1% |
| YTD | +12.7% | -8.0% | +20.7% | +12.9% |
| 1Y | +17.6% | -24.7% | +42.3% | +23.6% |
| 3Y | +77.2% | -28.4% | +105.6% | +79.2% |
| 5Y | +84.1% | +2.8% | +81.3% | +59.8% |
| All | +318.0% | +207.9% | +110.1% | +180.8% |
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