+1,784.6%
BE vs SPYM
+79.1%
+1,705.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.6% | +10.2% | +10.9% |
| 7D | +29.8% | +0.6% | +29.2% | +27.9% |
| 30D | +26.4% | -0.9% | +27.3% | +29.4% |
| 3M | +9.3% | +3.9% | +5.4% | +2.6% |
| 6M | +105.1% | +14.5% | +90.5% | +58.5% |
| YTD | +219.0% | +13.0% | +206.1% | +156.9% |
| 1Y | +418.8% | +19.4% | +399.3% | +289.8% |
| 3Y | +1,784.6% | +78.9% | +1,705.7% | +485.0% |
| All | +1,784.6% | +79.1% | +1,705.5% | +485.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling