+781.4%
BEP vs SPY
+773.5%
+7.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +8.7% | -2.7% | +11.4% | +10.2% |
| 30D | +5.8% | -5.4% | +11.2% | +8.9% |
| 3M | -3.7% | -4.1% | +0.4% | -1.5% |
| 6M | -7.6% | +0.7% | -8.3% | -8.0% |
| YTD | +19.6% | +8.7% | +10.9% | +14.4% |
| 1Y | +4.0% | +10.9% | -6.8% | -1.6% |
| 3Y | +54.9% | +75.0% | -20.1% | +15.8% |
| 5Y | -2.1% | +67.8% | -69.9% | -25.7% |
| 10Y | +224.5% | +312.9% | -88.4% | +66.9% |
| All | +781.4% | +773.5% | +7.9% | +275.0% |
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