+3,348.8%
BELFB vs SPY
+960.8%
+2,388.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.4% |
| 7D | +1.3% | -2.0% | +3.3% | +3.9% |
| 30D | -16.2% | -1.7% | -14.6% | -14.4% |
| 3M | -12.2% | +4.7% | -17.0% | -16.9% |
| 6M | +22.5% | +12.5% | +10.0% | +6.1% |
| YTD | +43.4% | +11.7% | +31.7% | +25.6% |
| 1Y | +67.0% | +17.5% | +49.6% | +37.9% |
| 3Y | +405.6% | +76.6% | +329.1% | +151.2% |
| 5Y | +1,866.3% | +82.0% | +1,784.3% | +840.1% |
| 10Y | +1,067.0% | +317.1% | +749.8% | +112.6% |
| All | +3,348.8% | +960.8% | +2,388.1% | +163.0% |
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