+9.9%
BEPJ vs SPY
+51.6%
-41.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -5.8% | +0.1% | -5.8% | -5.8% |
| 3M | -7.5% | +2.0% | -9.5% | -7.9% |
| 6M | -5.2% | +13.0% | -18.2% | -7.7% |
| YTD | -2.6% | +13.5% | -16.1% | -5.3% |
| 1Y | -1.2% | +20.0% | -21.2% | -5.4% |
| All | +9.9% | +51.6% | -41.8% | -1.4% |
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 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