+78.5%
SPY vs BE
+1,751.8%
-1,673.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.6% | -10.2% | -1.1% |
| 7D | +0.5% | +29.8% | -29.2% | -1.0% |
| 30D | -0.9% | +26.4% | -27.3% | -2.4% |
| 3M | +3.9% | +9.3% | -5.4% | +2.4% |
| 6M | +14.5% | +105.1% | -90.5% | +8.0% |
| YTD | +12.9% | +219.0% | -206.1% | +3.2% |
| 1Y | +19.4% | +418.8% | -399.4% | +4.8% |
| 3Y | +78.5% | +1,784.6% | -1,706.1% | +43.3% |
| All | +78.5% | +1,751.8% | -1,673.4% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling