+58.2%
BEAM vs SPY
+153.0%
-94.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | +9.6% | +0.1% | +9.5% | +9.6% |
| 3M | -9.7% | +2.0% | -11.7% | -11.9% |
| 6M | +8.1% | +13.0% | -4.9% | -9.5% |
| YTD | +7.0% | +13.5% | -6.5% | -11.0% |
| 1Y | +60.0% | +20.0% | +40.0% | +23.2% |
| 3Y | +26.4% | +77.2% | -50.8% | -42.8% |
| 5Y | -73.6% | +81.9% | -155.5% | -87.7% |
| All | +58.2% | +153.0% | -94.9% | -35.4% |
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