+21.3%
BEPI vs SPY
+78.1%
-56.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.1% | +2.6% | -5.7% | -3.7% |
| 30D | -6.8% | -2.0% | -4.8% | -6.3% |
| 3M | -10.6% | -2.8% | -7.8% | -10.0% |
| 6M | -5.8% | +2.1% | -7.9% | -6.4% |
| YTD | -5.7% | +11.5% | -17.2% | -8.5% |
| 1Y | -7.1% | +13.5% | -20.6% | -10.3% |
| 3Y | +21.3% | +77.7% | -56.4% | -8.5% |
| All | +21.3% | +78.1% | -56.7% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling