-85.1%
BMEA vs SPY
+79.8%
-164.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.2% |
| 7D | -11.0% | -2.0% | -9.0% | -9.0% |
| 30D | +31.8% | -1.7% | +33.4% | +34.2% |
| 3M | +47.8% | +4.7% | +43.1% | +40.3% |
| 6M | +15.6% | +12.5% | +3.1% | +1.7% |
| YTD | +37.1% | +11.7% | +25.4% | +21.5% |
| 1Y | -7.6% | +17.5% | -25.1% | -21.6% |
| 3Y | -89.6% | +76.6% | -166.2% | -93.5% |
| 5Y | -85.1% | +82.0% | -167.1% | -89.6% |
| All | -85.1% | +79.8% | -164.9% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling