+3,432.4%
BELFA vs SPY
+3,059.5%
+372.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +0.8% | -0.4% | +1.1% | +1.1% |
| 30D | -10.4% | -1.4% | -9.0% | -9.4% |
| 3M | -16.8% | +3.7% | -20.5% | -18.9% |
| 6M | +18.1% | +13.0% | +5.1% | +7.9% |
| YTD | +34.6% | +12.4% | +22.2% | +23.9% |
| 1Y | +71.9% | +18.5% | +53.3% | +52.5% |
| 3Y | +331.0% | +77.6% | +253.4% | +184.6% |
| 5Y | +1,316.5% | +81.7% | +1,234.8% | +808.7% |
| 10Y | +1,077.4% | +319.7% | +757.7% | +298.0% |
| All | +3,432.4% | +3,059.5% | +372.9% | +133.3% |
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