+82.3%
SPYM vs BAH
-3.7%
+86.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.4% | -1.3% | +1.0% | -0.2% |
| 30D | -1.4% | -6.6% | +5.2% | -0.6% |
| 3M | +3.7% | -7.2% | +10.9% | +4.6% |
| 6M | +13.0% | -10.0% | +23.0% | +14.1% |
| YTD | +12.5% | -12.5% | +24.9% | +13.4% |
| 1Y | +18.6% | -27.9% | +46.5% | +23.1% |
| 3Y | +78.0% | -31.4% | +109.4% | +77.4% |
| 5Y | +82.3% | -3.2% | +85.5% | +63.0% |
| All | +82.3% | -3.7% | +86.0% | +63.0% |
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 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