-49.2%
BESS vs SPY
+20.8%
-70.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.8% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | +4.1% | +0.1% | +4.0% | +3.9% |
| 3M | 0.0% | +2.0% | -2.0% | -3.5% |
| 6M | -6.2% | +13.0% | -19.2% | -17.1% |
| YTD | -71.0% | +13.5% | -84.5% | -74.2% |
| 1Y | -49.2% | +20.0% | -69.1% | -64.1% |
| All | -49.2% | +20.8% | -70.0% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling