+20.0%
SPY vs BE
+379.4%
-359.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.7% | -0.8% |
| 7D | +0.1% | +20.0% | -19.9% | -0.9% |
| 30D | +0.1% | +7.9% | -7.9% | -0.5% |
| 3M | +2.0% | -13.2% | +15.2% | +1.8% |
| 6M | +13.0% | +53.5% | -40.4% | +8.4% |
| YTD | +13.5% | +191.0% | -177.5% | +5.2% |
| 1Y | +20.0% | +360.5% | -340.6% | +9.5% |
| All | +20.0% | +379.4% | -359.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 1y: compounded portfolio wealth divided by compounded BE 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…
1y analysis · Full analysis span regression · 6 months rolling