+13.6%
BGSF vs SPY
+14.6%
-1.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -6.7% |
| 7D | -7.5% | -0.7% | -6.8% | -7.3% |
| 30D | -17.8% | -1.0% | -16.7% | -17.4% |
| 3M | -29.6% | -0.3% | -29.2% | -29.5% |
| 6M | -29.2% | +7.3% | -36.5% | -32.5% |
| YTD | -15.1% | +13.3% | -28.4% | -21.6% |
| 1Y | +13.6% | +14.8% | -1.2% | +2.4% |
| All | +13.6% | +14.6% | -1.1% | +2.4% |
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