+40.9%
BEAM vs SPY
+142.2%
-101.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.6% |
| 7D | -3.0% | -2.7% | -0.3% | +1.5% |
| 30D | +6.6% | -5.4% | +12.0% | +17.0% |
| 3M | -3.1% | -4.1% | +1.0% | +4.5% |
| 6M | -18.3% | +0.7% | -19.0% | -17.9% |
| YTD | -4.7% | +8.7% | -13.4% | -14.4% |
| 1Y | +14.1% | +10.9% | +3.2% | -0.4% |
| 3Y | +13.3% | +75.0% | -61.6% | -47.0% |
| 5Y | -70.5% | +67.8% | -138.3% | -84.6% |
| All | +40.9% | +142.2% | -101.3% | -37.9% |
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