+374.1%
BMI vs SPY
+307.0%
+67.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -2.2% | +2.6% | -4.8% | -4.8% |
| 30D | +20.4% | -2.0% | +22.4% | +22.6% |
| 3M | +19.0% | -2.8% | +21.8% | +22.1% |
| 6M | +34.2% | +2.1% | +32.0% | +30.8% |
| YTD | -10.5% | +11.5% | -22.0% | -20.7% |
| 1Y | -12.0% | +13.5% | -25.4% | -23.5% |
| 3Y | +9.7% | +77.7% | -68.0% | -40.6% |
| 5Y | +47.3% | +72.6% | -25.3% | -18.0% |
| All | +374.1% | +307.0% | +67.1% | -2.2% |
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