-99.4%
BYND vs SPY
+192.3%
-291.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.1% |
| 7D | -10.0% | +0.5% | -10.5% | -10.7% |
| 30D | -30.5% | -0.9% | -29.6% | -29.6% |
| 3M | -50.5% | +3.9% | -54.4% | -52.7% |
| 6M | -52.9% | +14.5% | -67.4% | -60.0% |
| YTD | -54.4% | +12.9% | -67.4% | -60.5% |
| 1Y | -85.2% | +19.4% | -104.6% | -88.3% |
| 3Y | -96.6% | +78.5% | -175.0% | -98.4% |
| 5Y | -99.7% | +81.8% | -181.4% | -99.8% |
| All | -99.4% | +192.3% | -291.7% | -99.8% |
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 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