-16.4%
BMI vs SPY
+11.8%
-28.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.0% |
| 7D | -3.7% | +3.3% | -7.0% | -5.9% |
| 30D | +17.0% | -2.7% | +19.7% | +19.1% |
| 3M | +14.3% | -1.7% | +16.1% | +15.5% |
| 6M | +34.4% | +3.1% | +31.3% | +30.8% |
| YTD | -11.1% | +11.9% | -23.0% | -20.1% |
| 1Y | -16.4% | +12.0% | -28.4% | -25.0% |
| All | -16.4% | +11.8% | -28.1% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling