+379.6%
BYND vs SPY
+21.3%
+358.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | -19.5% | +0.3% | -19.8% | -19.4% |
| 30D | +1,677.6% | +0.2% | +1,677.4% | -156.0% |
| 3M | +1,423.0% | +2.8% | +1,420.2% | -25.0% |
| 6M | +1,319.4% | +14.3% | +1,305.1% | -46.1% |
| YTD | +1,274.4% | +14.0% | +1,260.4% | -47.5% |
| All | +379.6% | +21.3% | +358.3% | -80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling