-85.5%
BESS vs SPY
+67.0%
-152.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | +11.1% |
| 7D | +20.5% | -4.7% | +25.3% | +42.8% |
| 30D | +16.3% | -5.9% | +22.2% | +44.7% |
| 3M | -9.9% | -4.5% | -5.4% | +5.5% |
| 6M | +12.3% | +1.8% | +10.6% | +4.8% |
| YTD | -74.9% | +8.3% | -83.2% | -82.8% |
| 1Y | -70.7% | +9.3% | -80.0% | -81.2% |
| 3Y | -37.1% | +74.9% | -112.0% | -73.7% |
| 5Y | -85.5% | +67.3% | -152.8% | -93.5% |
| All | -85.5% | +67.0% | -152.5% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling