+641.7%
BE vs SPY
+201.8%
+439.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.6% |
| 7D | -13.4% | -0.6% | -12.8% | -11.4% |
| 30D | -33.9% | -3.7% | -30.2% | -27.3% |
| 3M | -12.0% | -2.7% | -9.2% | -4.4% |
| 6M | -29.0% | +2.2% | -31.1% | -27.7% |
| YTD | +113.4% | +10.8% | +102.6% | +90.9% |
| 1Y | +33.2% | +11.2% | +21.9% | +20.6% |
| 3Y | +1,659.2% | +76.5% | +1,582.7% | +619.2% |
| 5Y | +461.4% | +72.9% | +388.4% | +156.7% |
| All | +641.7% | +201.8% | +439.9% | +37.4% |
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