+20.0%
BTE vs SPY
+322.5%
-302.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.4% |
| 7D | +3.5% | -0.8% | +4.3% | +4.5% |
| 30D | +15.4% | -1.1% | +16.4% | +16.8% |
| 3M | +7.9% | +3.9% | +4.0% | +1.2% |
| 6M | +23.6% | +13.6% | +10.0% | +1.1% |
| YTD | +56.9% | +12.7% | +44.2% | +29.5% |
| 1Y | +112.9% | +17.5% | +95.4% | +65.1% |
| 3Y | +27.8% | +76.9% | -49.1% | -44.5% |
| 5Y | +184.2% | +83.6% | +100.7% | +15.0% |
| All | +20.0% | +322.5% | -302.5% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling