+957.8%
BME vs SPY
+847.4%
+110.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.5% | -0.6% | +3.1% | +2.8% |
| 30D | +9.5% | -3.7% | +13.2% | +11.9% |
| 3M | +9.7% | -2.7% | +12.5% | +11.4% |
| 6M | +27.4% | +2.2% | +25.2% | +25.4% |
| YTD | +23.8% | +10.8% | +13.0% | +16.0% |
| 1Y | +31.9% | +11.2% | +20.6% | +23.2% |
| 3Y | +60.8% | +76.5% | -15.6% | +12.7% |
| 5Y | +39.0% | +72.9% | -33.9% | -2.6% |
| 10Y | +158.1% | +304.8% | -146.7% | +7.8% |
| All | +957.8% | +847.4% | +110.5% | +180.7% |
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