+12.5%
BMI vs SPY
+79.4%
-66.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.5% |
| 7D | -3.1% | -0.9% | -2.2% | -2.4% |
| 30D | +19.9% | -2.4% | +22.2% | +22.3% |
| 3M | +17.3% | -1.2% | +18.5% | +18.3% |
| 6M | +36.9% | +3.3% | +33.6% | +32.3% |
| YTD | -8.2% | +12.3% | -20.5% | -18.6% |
| 1Y | -13.5% | +12.4% | -25.9% | -23.3% |
| All | +12.5% | +79.4% | -66.9% | -39.4% |
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