+27.8%
BTE vs SPY
+77.0%
-49.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.0% |
| 7D | +3.5% | -0.8% | +4.3% | +4.3% |
| 30D | +15.4% | -1.1% | +16.4% | +16.4% |
| 3M | +7.9% | +3.9% | +4.0% | +2.8% |
| 6M | +23.6% | +13.6% | +10.0% | +5.3% |
| YTD | +56.9% | +12.7% | +44.2% | +34.7% |
| 1Y | +112.9% | +17.5% | +95.4% | +72.6% |
| 3Y | +27.8% | +76.9% | -49.1% | -29.0% |
| All | +27.8% | +77.0% | -49.2% | -29.0% |
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 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