-51.5%
BEKE vs SPY
+145.9%
-197.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.9% |
| 7D | -6.0% | -0.4% | -5.6% | -5.6% |
| 30D | -4.4% | -1.4% | -3.0% | -3.1% |
| 3M | +5.6% | +3.7% | +1.9% | +1.6% |
| 6M | +3.4% | +13.0% | -9.6% | -8.8% |
| YTD | +9.0% | +12.4% | -3.4% | -3.2% |
| 1Y | -13.7% | +18.5% | -32.2% | -27.5% |
| 3Y | +9.1% | +77.6% | -68.5% | -42.1% |
| 5Y | -10.5% | +81.7% | -92.2% | -53.0% |
| All | -51.5% | +145.9% | -197.4% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling