-15.6%
BEPH vs SPY
+98.1%
-113.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | +2.0% | +2.0% | 0.0% | +1.1% |
| 6M | +2.7% | +13.0% | -10.3% | -2.4% |
| YTD | +3.7% | +13.5% | -9.8% | -1.7% |
| 1Y | +0.2% | +20.0% | -19.8% | -7.2% |
| 3Y | +22.1% | +77.2% | -55.1% | -6.2% |
| 5Y | -18.9% | +81.9% | -100.8% | -39.9% |
| All | -15.6% | +98.1% | -113.7% | -38.8% |
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