+85.0%
BBEM vs SPY
+93.7%
-8.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +2.6% | +0.5% | +2.0% | +2.1% |
| 30D | +4.4% | -0.9% | +5.4% | +5.2% |
| 3M | +4.4% | +3.9% | +0.5% | +1.3% |
| 6M | +19.5% | +14.5% | +4.9% | +8.0% |
| YTD | +24.8% | +12.9% | +11.9% | +14.0% |
| 1Y | +36.2% | +19.4% | +16.8% | +19.8% |
| 3Y | +83.8% | +78.5% | +5.4% | +17.5% |
| All | +85.0% | +93.7% | -8.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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