-90.0%
BESS vs SPY
+329.8%
-419.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | -0.7% |
| 7D | +32.5% | -0.7% | +33.3% | +33.8% |
| 30D | +51.1% | -1.0% | +52.1% | +54.0% |
| 3M | -7.9% | -0.3% | -7.5% | -7.5% |
| 6M | +6.8% | +7.3% | -0.5% | -5.2% |
| YTD | -73.2% | +13.3% | -86.6% | -78.9% |
| 1Y | -72.6% | +14.8% | -87.4% | -79.1% |
| 3Y | -33.1% | +82.9% | -116.0% | -49.6% |
| 5Y | -85.7% | +75.6% | -161.3% | -89.1% |
| 10Y | -90.0% | +330.5% | -420.5% | -93.9% |
| All | -90.0% | +329.8% | -419.8% | -93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling