-45.0%
BTE vs SPY
+743.4%
-788.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.9% |
| 7D | +4.1% | +2.6% | +1.5% | +0.5% |
| 30D | -14.4% | -2.0% | -12.4% | -12.5% |
| 3M | +1.7% | -2.8% | +4.5% | +4.6% |
| 6M | -11.7% | +2.1% | -13.9% | -15.7% |
| YTD | +36.1% | +11.5% | +24.6% | +14.5% |
| 1Y | +40.0% | +13.5% | +26.6% | +14.8% |
| 3Y | +16.3% | +77.7% | -61.4% | -46.5% |
| 5Y | +36.8% | +72.6% | -35.8% | -35.4% |
| 10Y | +23.0% | +308.2% | -285.2% | -78.4% |
| All | -45.0% | +743.4% | -788.3% | -96.0% |
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 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