+211.4%
BEP vs SPY
+312.5%
-101.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | +0.5% | -0.4% | +0.9% | +0.8% |
| 30D | -3.3% | -1.4% | -1.9% | -2.2% |
| 3M | -13.4% | +3.7% | -17.1% | -15.8% |
| 6M | +6.1% | +13.0% | -6.9% | -3.5% |
| YTD | +19.8% | +12.4% | +7.4% | +9.4% |
| 1Y | +28.2% | +18.5% | +9.7% | +12.4% |
| 3Y | +44.9% | +77.6% | -32.7% | -7.4% |
| 5Y | -3.5% | +81.7% | -85.1% | -40.3% |
| 10Y | +211.4% | +319.7% | -108.2% | +11.4% |
| All | +211.4% | +312.5% | -101.1% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling