+789.0%
BEP vs SPY
+812.6%
-23.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -2.7% | +0.1% | -2.8% | -2.7% |
| 3M | -13.2% | +2.0% | -15.1% | -14.1% |
| 6M | +5.7% | +13.0% | -7.3% | -0.9% |
| YTD | +20.6% | +13.5% | +7.1% | +12.7% |
| 1Y | +30.3% | +20.0% | +10.3% | +18.3% |
| 3Y | +43.1% | +77.2% | -34.1% | +6.3% |
| 5Y | -6.1% | +81.9% | -88.0% | -31.7% |
| 10Y | +212.1% | +314.1% | -102.0% | +59.1% |
| All | +789.0% | +812.6% | -23.6% | +269.5% |
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