+668.0%
BE vs SPY
+203.6%
+464.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.6% | -4.2% |
| 7D | +10.8% | +2.6% | +8.2% | +6.1% |
| 30D | -19.8% | -2.0% | -17.8% | -14.6% |
| 3M | -18.7% | -2.8% | -15.9% | -11.4% |
| 6M | -33.7% | +2.1% | -35.9% | -32.3% |
| YTD | +121.0% | +11.5% | +109.5% | +95.9% |
| 1Y | +85.4% | +13.5% | +71.9% | +61.4% |
| 3Y | +1,709.5% | +77.7% | +1,631.8% | +632.2% |
| 5Y | +462.2% | +72.6% | +389.6% | +158.3% |
| All | +668.0% | +203.6% | +464.3% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling