-19.9%
BEPI vs SPY
+74.2%
-94.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.1% | +2.6% | -5.7% | -4.1% |
| 30D | -6.8% | -2.0% | -4.8% | -6.0% |
| 3M | -10.6% | -2.8% | -7.8% | -9.6% |
| 6M | -5.8% | +2.1% | -7.9% | -6.8% |
| YTD | -5.7% | +11.5% | -17.2% | -10.3% |
| 1Y | -7.1% | +13.5% | -20.6% | -12.3% |
| 3Y | +21.3% | +77.7% | -56.4% | -9.7% |
| All | -19.9% | +74.2% | -94.1% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling