-90.6%
BMEA vs SPY
+96.6%
-187.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.4% |
| 7D | -14.3% | -0.8% | -13.5% | -13.5% |
| 30D | +35.9% | -1.1% | +37.0% | +37.5% |
| 3M | +46.2% | +3.9% | +42.4% | +40.1% |
| 6M | +16.0% | +13.6% | +2.4% | +1.1% |
| YTD | +40.3% | +12.7% | +27.6% | +23.5% |
| 1Y | -12.1% | +17.5% | -29.6% | -25.3% |
| 3Y | -89.2% | +76.9% | -166.2% | -93.3% |
| 5Y | -84.7% | +83.6% | -168.3% | -89.9% |
| All | -90.6% | +96.6% | -187.3% | -93.8% |
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