-22.8%
BEPH vs SPY
+94.6%
-117.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -4.3% | +2.6% | -6.9% | -5.3% |
| 30D | -4.1% | -2.0% | -2.2% | -3.4% |
| 3M | -8.6% | -2.8% | -5.8% | -7.7% |
| 6M | -7.0% | +2.1% | -9.2% | -8.0% |
| YTD | -5.2% | +11.5% | -16.7% | -9.5% |
| 1Y | -6.8% | +13.5% | -20.2% | -11.7% |
| 3Y | +19.6% | +77.7% | -58.1% | -8.4% |
| 5Y | -24.7% | +72.6% | -97.3% | -43.5% |
| All | -22.8% | +94.6% | -117.4% | -43.7% |
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