-23.0%
BEX vs SPY
+9.2%
-32.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +3.2% |
| 7D | -31.5% | -2.7% | -28.8% | -11.6% |
| 30D | -69.4% | -5.4% | -64.0% | -45.4% |
| 3M | -56.2% | -4.1% | -52.1% | -28.7% |
| 6M | -81.3% | +0.7% | -82.0% | -75.3% |
| YTD | +30.0% | +8.7% | +21.4% | +5.4% |
| All | -23.0% | +9.2% | -32.2% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling