+18,733.3%
BMI vs SPY
+3,091.8%
+15,641.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -4.7% | +0.1% | -4.7% | -4.7% |
| 3M | +3.9% | +2.0% | +1.9% | +2.2% |
| 6M | -10.6% | +13.0% | -23.6% | -19.6% |
| YTD | -23.3% | +13.5% | -36.9% | -31.3% |
| 1Y | -26.9% | +20.0% | -46.8% | -37.5% |
| 3Y | -19.0% | +77.2% | -96.2% | -50.1% |
| 5Y | +30.6% | +81.9% | -51.2% | -21.1% |
| 10Y | +338.0% | +314.1% | +24.0% | +39.2% |
| All | +18,733.3% | +3,091.8% | +15,641.5% | +2,455.5% |
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