-61.1%
BGSF vs SPY
+67.4%
-128.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.7% |
| 7D | -18.9% | -2.7% | -16.2% | -17.6% |
| 30D | -26.8% | -5.4% | -21.4% | -24.8% |
| 3M | -39.2% | -4.1% | -35.1% | -37.9% |
| 6M | -32.3% | +0.7% | -33.0% | -32.6% |
| YTD | -25.7% | +8.7% | -34.4% | -29.0% |
| 1Y | +5.2% | +10.9% | -5.7% | -0.3% |
| 3Y | -48.1% | +75.0% | -123.0% | -60.0% |
| All | -61.1% | +67.4% | -128.5% | -71.0% |
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