+7.8%
BEKE vs SPY
+77.0%
-69.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.8% |
| 7D | -5.5% | -0.8% | -4.8% | -4.9% |
| 30D | -2.8% | -1.1% | -1.8% | -2.0% |
| 3M | +3.2% | +3.9% | -0.6% | 0.0% |
| 6M | +1.3% | +13.6% | -12.4% | -8.5% |
| YTD | +9.4% | +12.7% | -3.3% | -0.4% |
| 1Y | -14.5% | +17.5% | -32.0% | -24.6% |
| 3Y | +7.8% | +76.9% | -69.1% | -35.6% |
| All | +7.8% | +77.0% | -69.2% | -35.6% |
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