+249.6%
BEG vs SPY
+13.2%
+236.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -2.4% |
| 7D | +49.6% | -0.4% | +49.9% | +53.4% |
| 30D | +52.2% | -1.4% | +53.6% | +71.0% |
| 3M | -28.5% | +3.7% | -32.2% | -38.8% |
| 6M | +54.3% | +13.0% | +41.3% | -21.6% |
| YTD | +270.2% | +12.4% | +257.8% | +105.9% |
| All | +249.6% | +13.2% | +236.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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