-92.0%
BEEM vs SPY
+307.0%
-399.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -5.8% | +2.6% | -8.4% | -8.9% |
| 30D | -31.8% | -2.0% | -29.8% | -29.9% |
| 3M | -41.0% | -2.8% | -38.3% | -38.8% |
| 6M | -63.4% | +2.1% | -65.5% | -64.0% |
| YTD | -54.8% | +11.5% | -66.3% | -59.7% |
| 1Y | -62.5% | +13.5% | -76.0% | -67.2% |
| 3Y | -88.8% | +77.7% | -166.5% | -94.2% |
| 5Y | -97.9% | +72.6% | -170.6% | -98.9% |
| All | -92.0% | +307.0% | -399.0% | -97.8% |
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 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