+4.1%
BEAM vs SPY
+78.1%
-74.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.3% |
| 7D | -13.6% | +2.6% | -16.2% | -17.7% |
| 30D | -3.5% | -2.0% | -1.5% | +1.0% |
| 3M | -13.9% | -2.8% | -11.1% | -8.0% |
| 6M | -28.3% | +2.1% | -30.5% | -29.9% |
| YTD | -17.6% | +11.5% | -29.1% | -31.5% |
| 1Y | +5.4% | +13.5% | -8.1% | -14.9% |
| 3Y | +4.1% | +77.7% | -73.6% | -79.0% |
| All | +4.1% | +78.1% | -74.0% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling