+10.3%
BEPJ vs SPY
+50.4%
-40.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | -5.3% | -1.1% | -4.3% | -5.1% |
| 3M | -7.3% | +3.9% | -11.1% | -8.0% |
| 6M | -3.9% | +13.6% | -17.5% | -6.6% |
| YTD | -2.1% | +12.7% | -14.8% | -4.7% |
| 1Y | -1.1% | +17.5% | -18.6% | -4.8% |
| All | +10.3% | +50.4% | -40.1% | -0.8% |
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 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