-21.9%
BSBK vs SPY
+154.3%
-176.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | -0.4% | -1.1% | +0.6% | -0.1% |
| 3M | -0.1% | +3.9% | -4.0% | -1.6% |
| 6M | +8.6% | +13.6% | -5.0% | +3.6% |
| YTD | +7.1% | +12.7% | -5.6% | +2.4% |
| 1Y | -1.7% | +17.5% | -19.2% | -7.5% |
| 3Y | +22.3% | +76.9% | -54.6% | -3.0% |
| 5Y | -12.3% | +83.6% | -95.9% | -32.5% |
| All | -21.9% | +154.3% | -176.2% | -55.2% |
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 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