-97.4%
BETR vs SPY
+94.8%
-192.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | +0.1% | -2.0% | +2.1% | +1.4% |
| 30D | -14.9% | -1.7% | -13.3% | -13.8% |
| 3M | -44.3% | +4.7% | -49.1% | -45.8% |
| 6M | -65.4% | +12.5% | -77.9% | -67.6% |
| YTD | -59.5% | +11.7% | -71.2% | -61.8% |
| 1Y | -45.0% | +17.5% | -62.5% | -49.1% |
| 3Y | -54.8% | +76.6% | -131.3% | -62.2% |
| 5Y | -97.4% | +82.0% | -179.4% | -97.7% |
| All | -97.4% | +94.8% | -192.2% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling