+12.1%
BGSF vs SPY
+383.2%
-371.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.8% |
| 7D | -18.9% | -2.7% | -16.2% | -16.9% |
| 30D | -26.8% | -5.4% | -21.4% | -23.4% |
| 3M | -39.2% | -4.1% | -35.1% | -37.1% |
| 6M | -32.3% | +0.7% | -33.0% | -33.0% |
| YTD | -25.7% | +8.7% | -34.4% | -31.2% |
| 1Y | +5.2% | +10.9% | -5.7% | -4.1% |
| 3Y | -48.1% | +75.0% | -123.0% | -68.6% |
| 5Y | -58.8% | +67.8% | -126.6% | -74.7% |
| 10Y | -47.2% | +312.9% | -360.0% | -80.9% |
| All | +12.1% | +383.2% | -371.0% | -59.2% |
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