-18.7%
BGSF vs SPY
+80.4%
-99.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -3.5% | +0.1% | -3.6% | -3.6% |
| 3M | +3.6% | +2.0% | +1.6% | +2.4% |
| 6M | -9.2% | +13.0% | -22.2% | -15.6% |
| YTD | +17.5% | +13.5% | +4.0% | +9.0% |
| 1Y | +23.1% | +20.0% | +3.2% | +11.2% |
| All | -18.7% | +80.4% | -99.1% | -38.1% |
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