+309.8%
BE vs SPYM
+18.2%
+291.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.8% | +3.0% |
| 7D | +9.0% | -0.8% | +9.8% | +12.8% |
| 30D | +16.3% | -1.1% | +17.3% | +22.0% |
| 3M | +10.8% | +3.9% | +6.9% | -3.5% |
| 6M | +73.2% | +13.6% | +59.6% | +6.3% |
| YTD | +217.4% | +12.7% | +204.6% | +103.8% |
| 1Y | +309.8% | +17.6% | +292.2% | +110.9% |
| All | +309.8% | +18.2% | +291.6% | +110.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling