+1,218.2%
BE vs SPYG
+82.6%
+1,135.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -2.5% |
| 7D | +9.7% | -1.8% | +11.6% | +13.3% |
| 30D | +22.4% | -1.9% | +24.3% | +27.1% |
| 3M | +10.4% | +5.2% | +5.2% | +4.6% |
| 6M | +67.9% | +15.6% | +52.3% | +38.1% |
| YTD | +197.5% | +12.4% | +185.1% | +159.9% |
| 1Y | +310.6% | +17.5% | +293.1% | +248.0% |
| 3Y | +1,657.2% | +98.1% | +1,559.2% | +558.2% |
| 5Y | +1,218.2% | +84.9% | +1,133.2% | +493.9% |
| All | +1,218.2% | +82.6% | +1,135.6% | +493.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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