-13.0%
BSBK vs SPY
+82.3%
-95.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -0.4% | -1.1% | +0.6% | -0.3% |
| 3M | -0.1% | +3.9% | -4.0% | -0.5% |
| 6M | +8.6% | +13.6% | -5.0% | +7.1% |
| YTD | +7.1% | +12.7% | -5.6% | +5.7% |
| 1Y | -1.7% | +17.5% | -19.2% | -3.4% |
| 3Y | +22.3% | +76.9% | -54.6% | +16.6% |
| All | -13.0% | +82.3% | -95.3% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling