+43.1%
BEAM vs SPY
+151.7%
-108.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.0% | -8.7% |
| 7D | -7.5% | +0.5% | -8.1% | -8.3% |
| 30D | -2.4% | -0.9% | -1.4% | -0.7% |
| 3M | -9.9% | +3.9% | -13.8% | -14.8% |
| 6M | +1.1% | +14.5% | -13.4% | -17.0% |
| YTD | -3.2% | +12.9% | -16.1% | -18.7% |
| 1Y | +34.6% | +19.4% | +15.2% | +4.6% |
| 3Y | +5.0% | +78.5% | -73.4% | -52.9% |
| 5Y | -74.4% | +81.8% | -156.1% | -88.0% |
| All | +43.1% | +151.7% | -108.6% | -41.0% |
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