-99.8%
BYND vs SPY
+72.1%
-171.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +0.2% |
| 7D | -10.8% | +2.6% | -13.4% | -15.1% |
| 30D | -20.6% | -2.0% | -18.7% | -16.8% |
| 3M | -55.9% | -2.8% | -53.2% | -53.0% |
| 6M | -77.0% | +2.1% | -79.1% | -77.5% |
| YTD | -78.1% | +11.5% | -89.6% | -81.6% |
| 1Y | -82.2% | +13.5% | -95.7% | -85.5% |
| 3Y | -97.2% | +77.7% | -174.9% | -99.2% |
| All | -99.8% | +72.1% | -171.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling