+962.5%
BME vs SPY
+859.9%
+102.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.3% |
| 7D | +0.5% | -0.9% | +1.5% | +1.1% |
| 30D | +9.0% | -2.4% | +11.3% | +10.5% |
| 3M | +9.6% | -1.2% | +10.8% | +10.3% |
| 6M | +28.6% | +3.3% | +25.3% | +25.8% |
| YTD | +24.4% | +12.3% | +12.1% | +15.6% |
| 1Y | +29.9% | +12.4% | +17.5% | +20.6% |
| 3Y | +61.6% | +78.8% | -17.3% | +12.4% |
| 5Y | +40.3% | +75.2% | -34.9% | -2.5% |
| 10Y | +160.2% | +311.1% | -150.9% | +7.6% |
| All | +962.5% | +859.9% | +102.6% | +179.8% |
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 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