+934.0%
BE vs SPYM
+207.0%
+726.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -2.8% |
| 7D | +9.7% | -2.0% | +11.7% | +13.9% |
| 30D | +22.4% | -1.6% | +24.0% | +26.5% |
| 3M | +10.4% | +4.7% | +5.6% | +3.3% |
| 6M | +67.9% | +12.6% | +55.3% | +40.2% |
| YTD | +197.5% | +11.8% | +185.7% | +155.0% |
| 1Y | +310.6% | +17.5% | +293.0% | +231.6% |
| 3Y | +1,657.2% | +77.0% | +1,580.3% | +610.6% |
| 5Y | +1,218.2% | +82.6% | +1,135.6% | +446.2% |
| All | +934.0% | +207.0% | +726.9% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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