+61.6%
BSBR vs SPY
+322.5%
-260.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.8% |
| 30D | +4.7% | -1.1% | +5.8% | +5.8% |
| 3M | +14.5% | +3.9% | +10.6% | +10.3% |
| 6M | +1.4% | +13.6% | -12.2% | -10.5% |
| YTD | +2.4% | +12.7% | -10.3% | -8.8% |
| 1Y | +14.8% | +17.5% | -2.7% | -1.9% |
| 3Y | +30.9% | +76.9% | -46.0% | -28.3% |
| 5Y | +20.9% | +83.6% | -62.7% | -38.3% |
| All | +61.6% | +322.5% | -260.8% | -71.4% |
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