+54.3%
BMEZ vs SPY
+157.3%
-103.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +9.4% | +0.1% | +9.3% | +9.3% |
| 3M | +19.8% | +2.0% | +17.9% | +18.0% |
| 6M | +19.1% | +13.0% | +6.1% | +9.2% |
| YTD | +19.6% | +13.5% | +6.1% | +9.2% |
| 1Y | +29.1% | +20.0% | +9.2% | +13.4% |
| 3Y | +49.9% | +77.2% | -27.3% | -1.3% |
| 5Y | -3.6% | +81.9% | -85.5% | -37.9% |
| All | +54.3% | +157.3% | -103.0% | -26.1% |
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