+43.0%
BEPC vs SPY
+160.6%
-117.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -3.5% | +0.1% | -3.5% | -3.5% |
| 3M | -17.2% | +2.0% | -19.2% | -18.7% |
| 6M | -20.6% | +13.0% | -33.6% | -28.4% |
| YTD | -14.6% | +13.5% | -28.1% | -23.2% |
| 1Y | -1.7% | +20.0% | -21.7% | -15.7% |
| 3Y | +31.8% | +77.2% | -45.3% | -18.8% |
| 5Y | -10.9% | +81.9% | -92.8% | -46.8% |
| All | +43.0% | +160.6% | -117.6% | -49.4% |
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 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