+2,105.1%
BSAC vs SPY
+2,726.8%
-621.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +1.2% | +0.1% | +1.1% | +1.1% |
| 3M | +16.5% | +2.0% | +14.5% | +14.8% |
| 6M | +17.4% | +13.0% | +4.4% | +8.1% |
| YTD | +20.4% | +13.5% | +6.8% | +10.5% |
| 1Y | +49.7% | +20.0% | +29.7% | +32.2% |
| 3Y | +116.4% | +77.2% | +39.2% | +44.8% |
| 5Y | +129.6% | +81.9% | +47.8% | +49.0% |
| 10Y | +168.9% | +314.1% | -145.1% | -2.6% |
| All | +2,105.1% | +2,726.8% | -621.6% | +208.7% |
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