+76.8%
SPYM vs BAH
-25.7%
+102.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | -0.6% | +0.5% | -1.0% | -0.6% |
| 30D | -3.7% | +18.2% | -21.9% | -4.6% |
| 3M | -2.7% | +13.1% | -15.8% | -3.5% |
| 6M | +2.2% | +15.2% | -13.0% | +1.3% |
| YTD | +10.9% | +6.0% | +4.9% | +10.2% |
| 1Y | +11.3% | +3.1% | +8.2% | +10.8% |
| 3Y | +76.8% | -26.2% | +103.1% | +79.0% |
| All | +76.8% | -25.7% | +102.5% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling