+21,732.7%
BMI vs SPY
+3,045.4%
+18,687.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.9% |
| 7D | -3.7% | +3.3% | -7.0% | -6.4% |
| 30D | +17.0% | -2.7% | +19.7% | +19.5% |
| 3M | +14.3% | -1.7% | +16.1% | +15.8% |
| 6M | +34.4% | +3.1% | +31.3% | +30.7% |
| YTD | -11.1% | +11.9% | -23.0% | -19.6% |
| 1Y | -16.4% | +12.0% | -28.4% | -24.4% |
| 3Y | +10.6% | +78.2% | -67.5% | -32.3% |
| 5Y | +46.2% | +73.2% | -27.0% | -8.3% |
| 10Y | +372.6% | +309.6% | +63.0% | +51.2% |
| All | +21,732.7% | +3,045.4% | +18,687.3% | +2,891.3% |
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