+182.0%
BTE vs SPY
+80.9%
+101.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | +13.9% | -1.4% | +15.3% | +15.4% |
| 3M | +6.3% | +3.7% | +2.6% | +1.4% |
| 6M | +27.0% | +13.0% | +14.0% | +9.4% |
| YTD | +55.6% | +12.4% | +43.2% | +34.8% |
| 1Y | +125.4% | +18.5% | +106.9% | +83.4% |
| 3Y | +25.5% | +77.6% | -52.1% | -33.4% |
| All | +182.0% | +80.9% | +101.1% | +49.8% |
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 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