+77.3%
BGSF vs SPY
+404.8%
-327.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.9% |
| 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% | +1.5% |
| 6M | -9.2% | +13.0% | -22.2% | -18.7% |
| YTD | +17.5% | +13.5% | +4.0% | +4.9% |
| 1Y | +23.1% | +20.0% | +3.2% | +5.2% |
| 3Y | -19.2% | +77.2% | -96.4% | -51.6% |
| 5Y | -33.8% | +81.9% | -115.7% | -62.4% |
| 10Y | -37.4% | +314.1% | -351.5% | -78.2% |
| All | +77.3% | +404.8% | -327.5% | -37.8% |
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