-76.9%
BEEP vs SPY
+78.8%
-155.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +0.5% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | -12.4% | -2.4% | -10.1% | -11.2% |
| 3M | -13.4% | -1.2% | -12.2% | -12.8% |
| 6M | +8.1% | +3.3% | +4.8% | +5.8% |
| YTD | -5.9% | +12.3% | -18.2% | -12.7% |
| 1Y | -26.4% | +12.4% | -38.8% | -31.8% |
| 3Y | -42.6% | +78.8% | -121.4% | -58.8% |
| All | -76.9% | +78.8% | -155.6% | -83.8% |
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 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