+1,251.0%
BE vs SPY
+81.8%
+1,169.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.2% | +10.8% |
| 7D | +29.8% | +0.5% | +29.2% | +28.2% |
| 30D | +26.4% | -0.9% | +27.3% | +29.1% |
| 3M | +9.3% | +3.9% | +5.4% | +3.4% |
| 6M | +105.1% | +14.5% | +90.5% | +61.8% |
| YTD | +219.0% | +12.9% | +206.1% | +162.2% |
| 1Y | +418.8% | +19.4% | +399.4% | +296.3% |
| 3Y | +1,784.6% | +78.5% | +1,706.1% | +572.6% |
| 5Y | +1,251.0% | +81.8% | +1,169.2% | +419.3% |
| All | +1,251.0% | +81.8% | +1,169.2% | +419.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling