+911.5%
BE vs SPY
+209.2%
+702.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +8.1% |
| 7D | +20.0% | +0.1% | +19.9% | +19.8% |
| 30D | +7.9% | +0.1% | +7.9% | +8.0% |
| 3M | -13.2% | +2.0% | -15.2% | -14.1% |
| 6M | +53.5% | +13.0% | +40.4% | +27.7% |
| YTD | +191.0% | +13.5% | +177.5% | +141.9% |
| 1Y | +360.5% | +20.0% | +340.6% | +257.5% |
| 3Y | +1,568.0% | +77.2% | +1,490.8% | +560.2% |
| 5Y | +1,055.2% | +81.9% | +973.3% | +371.8% |
| All | +911.5% | +209.2% | +702.3% | +74.1% |
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 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