-97.0%
BETR vs SPY
+94.4%
-191.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.3% |
| 7D | -19.8% | +2.6% | -22.3% | -21.3% |
| 30D | +90.1% | -2.0% | +92.1% | +93.5% |
| 3M | +2.9% | -2.8% | +5.7% | +5.7% |
| 6M | -46.8% | +2.1% | -48.9% | -47.0% |
| YTD | -52.6% | +11.5% | -64.1% | -55.1% |
| 1Y | -73.1% | +13.5% | -86.6% | -74.7% |
| 3Y | -33.4% | +77.7% | -111.1% | -44.1% |
| 5Y | -96.9% | +72.6% | -169.5% | -97.3% |
| All | -97.0% | +94.4% | -191.4% | -97.4% |
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