+446.3%
BELFB vs SPY
+77.0%
+369.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +1.7% |
| 7D | +2.7% | -0.8% | +3.5% | +3.9% |
| 30D | -15.0% | -1.1% | -13.9% | -13.6% |
| 3M | -15.6% | +3.9% | -19.4% | -19.8% |
| 6M | +24.7% | +13.6% | +11.1% | +4.2% |
| YTD | +47.7% | +12.7% | +35.1% | +25.3% |
| 1Y | +69.0% | +17.5% | +51.5% | +35.8% |
| 3Y | +446.3% | +76.9% | +369.4% | +260.7% |
| All | +446.3% | +77.0% | +369.3% | +260.7% |
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 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