+387.2%
BE vs SPY
+67.4%
+319.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +2.7% |
| 7D | -14.7% | -2.7% | -12.0% | -8.6% |
| 30D | -40.5% | -5.4% | -35.1% | -31.4% |
| 3M | -24.3% | -4.1% | -20.2% | -14.9% |
| 6M | -39.3% | +0.7% | -40.0% | -36.3% |
| YTD | +99.4% | +8.7% | +90.7% | +83.1% |
| 1Y | +26.6% | +10.9% | +15.7% | +14.1% |
| 3Y | +1,616.9% | +75.0% | +1,542.0% | +560.4% |
| All | +387.2% | +67.4% | +319.8% | +119.5% |
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