+30.9%
BMI vs SPY
+81.8%
-50.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.4% |
| 7D | -2.8% | +0.5% | -3.3% | -3.2% |
| 30D | -7.1% | -0.9% | -6.1% | -6.2% |
| 3M | -1.0% | +3.9% | -4.9% | -4.4% |
| 6M | -13.0% | +14.5% | -27.5% | -23.9% |
| YTD | -25.6% | +12.9% | -38.5% | -34.0% |
| 1Y | -28.8% | +19.4% | -48.1% | -40.2% |
| 3Y | -17.9% | +78.5% | -96.4% | -53.1% |
| All | +30.9% | +81.8% | -50.9% | -27.0% |
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 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