-91.0%
BESS vs SPY
+312.9%
-403.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.8% | +0.3% | +14.5% | +14.2% |
| 7D | +28.4% | -2.7% | +31.1% | +35.3% |
| 30D | +33.5% | -5.4% | +38.9% | +48.2% |
| 3M | +2.7% | -4.1% | +6.8% | +11.1% |
| 6M | +24.2% | +0.7% | +23.5% | +25.0% |
| YTD | -71.1% | +8.7% | -79.8% | -75.3% |
| 1Y | -67.9% | +10.9% | -78.8% | -73.8% |
| 3Y | -27.9% | +75.0% | -102.9% | -41.1% |
| 5Y | -83.4% | +67.8% | -151.1% | -86.3% |
| All | -91.0% | +312.9% | -403.8% | -84.7% |
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 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