-33.1%
BESS vs SPY
+82.6%
-115.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | -9.2% |
| 7D | +32.5% | -0.7% | +33.3% | +35.8% |
| 30D | +51.1% | -1.0% | +52.1% | +58.4% |
| 3M | -7.9% | -0.3% | -7.5% | -11.0% |
| 6M | +6.8% | +7.3% | -0.5% | -41.8% |
| YTD | -73.2% | +13.3% | -86.6% | -92.3% |
| 1Y | -72.6% | +14.8% | -87.4% | -93.5% |
| All | -33.1% | +82.6% | -115.7% | -103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling