-95.6%
BESS vs SPY
+863.0%
-958.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -1.8% |
| 7D | +20.5% | -4.7% | +25.3% | +26.2% |
| 30D | +16.3% | -5.9% | +22.2% | +23.3% |
| 3M | -9.9% | -4.5% | -5.4% | -5.7% |
| 6M | +12.3% | +1.8% | +10.6% | +12.1% |
| YTD | -74.9% | +8.3% | -83.2% | -76.5% |
| 1Y | -70.7% | +9.3% | -80.0% | -72.9% |
| 3Y | -37.1% | +74.9% | -112.0% | -38.0% |
| 5Y | -85.5% | +67.3% | -152.8% | -85.6% |
| 10Y | -90.6% | +311.6% | -402.1% | -92.5% |
| All | -95.6% | +863.0% | -958.6% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling