-97.5%
BETR vs SPY
+96.4%
-193.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.5% |
| 7D | -10.5% | -0.8% | -9.8% | -10.1% |
| 30D | -12.7% | -1.1% | -11.6% | -11.9% |
| 3M | -46.3% | +3.9% | -50.1% | -47.5% |
| 6M | -67.6% | +13.6% | -81.2% | -69.8% |
| YTD | -60.3% | +12.7% | -72.9% | -62.8% |
| 1Y | -47.4% | +17.5% | -64.9% | -51.4% |
| 3Y | -59.6% | +76.9% | -136.5% | -66.4% |
| 5Y | -97.4% | +83.6% | -181.0% | -97.8% |
| All | -97.5% | +96.4% | -193.9% | -97.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling