+782.8%
BEP vs SPY
+794.1%
-11.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.1% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +5.6% | -3.3% | +8.9% | +7.5% |
| 3M | -4.9% | -2.4% | -2.5% | -3.7% |
| 6M | -6.2% | +2.6% | -8.8% | -7.6% |
| YTD | +19.8% | +11.2% | +8.5% | +13.1% |
| 1Y | +3.8% | +13.4% | -9.6% | -3.0% |
| 3Y | +62.2% | +79.9% | -17.7% | +19.5% |
| 5Y | -0.2% | +72.2% | -72.4% | -25.3% |
| 10Y | +229.8% | +307.3% | -77.5% | +69.7% |
| All | +782.8% | +794.1% | -11.3% | +270.8% |
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