-89.5%
BMEA vs SPY
+75.5%
-165.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -6.9% |
| 7D | -11.0% | -2.0% | -9.0% | -8.2% |
| 30D | +31.8% | -1.7% | +33.4% | +35.1% |
| 3M | +47.8% | +4.7% | +43.1% | +37.0% |
| 6M | +15.6% | +12.5% | +3.1% | -4.1% |
| YTD | +37.1% | +11.7% | +25.4% | +14.9% |
| 1Y | -7.6% | +17.5% | -25.1% | -27.5% |
| All | -89.5% | +75.5% | -165.0% | -94.5% |
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