+135.6%
BSAC vs SPY
+307.0%
-171.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +0.3% | +2.6% | -2.3% | -1.5% |
| 30D | +0.7% | -2.0% | +2.7% | +2.2% |
| 3M | -5.4% | -2.8% | -2.6% | -3.5% |
| 6M | +8.2% | +2.1% | +6.1% | +6.5% |
| YTD | +9.4% | +11.5% | -2.1% | +1.6% |
| 1Y | +15.1% | +13.5% | +1.7% | +5.5% |
| 3Y | +113.1% | +77.7% | +35.4% | +41.5% |
| 5Y | +118.8% | +72.6% | +46.2% | +47.0% |
| All | +135.6% | +307.0% | -171.5% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling