+44.1%
BEAM vs SPY
+147.9%
-103.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | -1.4% |
| 7D | +4.4% | +0.1% | +4.4% | +4.5% |
| 30D | +5.1% | -3.3% | +8.5% | +11.4% |
| 3M | -1.7% | -2.4% | +0.7% | +3.1% |
| 6M | -16.4% | +2.6% | -19.0% | -18.4% |
| YTD | -2.5% | +11.2% | -13.8% | -15.6% |
| 1Y | +21.7% | +13.4% | +8.3% | +2.5% |
| 3Y | +21.7% | +79.9% | -58.2% | -45.6% |
| 5Y | -72.3% | +72.2% | -144.5% | -86.1% |
| All | +44.1% | +147.9% | -103.8% | -38.8% |
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