-96.6%
BYND vs SPY
+76.5%
-173.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.0% |
| 7D | -5.8% | -0.4% | -5.4% | -5.3% |
| 30D | -30.1% | -1.4% | -28.8% | -28.5% |
| 3M | -47.3% | +3.7% | -51.0% | -50.0% |
| 6M | -52.4% | +13.0% | -65.4% | -59.6% |
| YTD | -55.7% | +12.4% | -68.1% | -62.1% |
| 1Y | -85.9% | +18.5% | -104.4% | -88.9% |
| All | -96.6% | +76.5% | -173.2% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling