-57.8%
BESS vs SPY
+13.0%
-70.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +1.3% | -16.3% | -17.2% |
| 7D | +25.3% | -0.9% | +26.2% | +26.5% |
| 30D | +52.4% | -2.4% | +54.7% | +57.5% |
| 3M | -1.1% | -1.2% | 0.0% | +0.2% |
| 6M | +41.9% | +3.3% | +38.6% | +34.9% |
| YTD | -66.5% | +12.3% | -78.8% | -69.1% |
| 1Y | -57.8% | +12.4% | -70.2% | -61.1% |
| All | -57.8% | +13.0% | -70.7% | -61.1% |
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