+73.5%
SPYM vs BAH
+10.2%
+63.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -2.7% | +13.1% | -15.8% | -4.3% |
| 6M | +2.2% | +15.2% | -13.0% | +0.1% |
| YTD | +10.9% | +6.0% | +4.9% | +9.2% |
| 1Y | +11.3% | +3.1% | +8.2% | +9.9% |
| 3Y | +76.8% | -26.2% | +103.1% | +77.8% |
| 5Y | +73.5% | +9.3% | +64.2% | +52.1% |
| All | +73.5% | +10.2% | +63.3% | +52.1% |
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