+10.6%
BEPJ vs SPY
+49.2%
-38.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +0.3% | -2.0% | +2.3% | +0.8% |
| 30D | -4.9% | -1.7% | -3.3% | -4.6% |
| 3M | -6.4% | +4.7% | -11.1% | -7.3% |
| 6M | -4.0% | +12.5% | -16.5% | -6.5% |
| YTD | -1.9% | +11.7% | -13.7% | -4.4% |
| 1Y | -0.6% | +17.5% | -18.1% | -4.3% |
| All | +10.6% | +49.2% | -38.6% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling