-2.4%
BSBR vs SPY
+78.1%
-80.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +8.8% | +2.6% | +6.2% | +6.8% |
| 30D | -8.4% | -2.0% | -6.4% | -7.2% |
| 3M | -11.2% | -2.8% | -8.4% | -9.4% |
| 6M | -3.3% | +2.1% | -5.5% | -4.7% |
| YTD | -12.9% | +11.5% | -24.4% | -19.0% |
| 1Y | -15.7% | +13.5% | -29.1% | -22.4% |
| 3Y | -2.4% | +77.7% | -80.1% | -41.2% |
| All | -2.4% | +78.1% | -80.5% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling