-19.8%
BSBK vs SPY
+154.9%
-174.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +2.2% | +0.5% | +1.6% | +2.0% |
| 30D | +3.9% | -0.9% | +4.9% | +4.2% |
| 3M | +3.7% | +3.9% | -0.2% | +2.2% |
| 6M | +12.2% | +14.5% | -2.3% | +6.6% |
| YTD | +10.1% | +12.9% | -2.9% | +5.2% |
| 1Y | -2.0% | +19.4% | -21.4% | -8.3% |
| 3Y | +26.5% | +78.5% | -51.9% | 0.0% |
| 5Y | -10.6% | +81.8% | -92.3% | -30.7% |
| All | -19.8% | +154.9% | -174.6% | -54.0% |
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