+53.5%
BE vs SPYM
+13.6%
+39.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +8.9% |
| 7D | +20.0% | +0.1% | +19.9% | +19.4% |
| 30D | +7.9% | +0.1% | +7.8% | +7.7% |
| 3M | -13.2% | +2.0% | -15.2% | -19.0% |
| 6M | +53.5% | +13.1% | +40.4% | -0.3% |
| All | +53.5% | +13.6% | +39.8% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling