-94.9%
BESS vs SPY
+909.3%
-1,004.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.5% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +4.1% | +0.1% | +4.0% | +4.1% |
| 3M | 0.0% | +2.0% | -2.0% | -1.0% |
| 6M | -6.2% | +13.0% | -19.2% | -15.5% |
| YTD | -71.0% | +13.5% | -84.5% | -74.0% |
| 1Y | -49.2% | +20.0% | -69.1% | -57.0% |
| 3Y | -56.4% | +77.2% | -133.6% | -58.5% |
| 5Y | -86.4% | +81.9% | -168.3% | -87.2% |
| 10Y | -94.4% | +314.1% | -408.5% | -95.7% |
| All | -94.9% | +909.3% | -1,004.2% | -98.4% |
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 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