+1,375.5%
BELFA vs SPY
+82.3%
+1,293.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.4% |
| 7D | +3.1% | -0.8% | +3.9% | +4.0% |
| 30D | -12.1% | -1.1% | -11.1% | -11.1% |
| 3M | -20.1% | +3.9% | -24.0% | -22.9% |
| 6M | +14.3% | +13.6% | +0.7% | +1.3% |
| YTD | +37.6% | +12.7% | +24.9% | +23.4% |
| 1Y | +67.5% | +17.5% | +50.0% | +45.2% |
| 3Y | +347.9% | +76.9% | +271.0% | +190.8% |
| All | +1,375.5% | +82.3% | +1,293.2% | +814.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling