+28.2%
BEAM vs SPY
+149.4%
-121.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.3% |
| 7D | -7.1% | +3.3% | -10.4% | -11.6% |
| 30D | -1.6% | -2.7% | +1.0% | +3.3% |
| 3M | -10.0% | -1.7% | -8.3% | -6.6% |
| 6M | -23.9% | +3.1% | -27.0% | -26.3% |
| YTD | -13.3% | +11.9% | -25.2% | -25.6% |
| 1Y | +9.9% | +12.0% | -2.1% | -5.5% |
| 3Y | +8.4% | +78.2% | -69.7% | -50.8% |
| 5Y | -73.9% | +73.2% | -147.2% | -87.0% |
| All | +28.2% | +149.4% | -121.2% | -46.0% |
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