+27.6%
BSBR vs SPY
+880.2%
-852.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.5% |
| 7D | +4.0% | +0.5% | +3.5% | +3.4% |
| 30D | +2.4% | -0.9% | +3.4% | +3.5% |
| 3M | +16.4% | +3.9% | +12.5% | +11.5% |
| 6M | +3.0% | +14.5% | -11.5% | -11.4% |
| YTD | +1.2% | +12.9% | -11.7% | -11.5% |
| 1Y | +15.1% | +19.4% | -4.2% | -5.4% |
| 3Y | +32.6% | +78.5% | -45.9% | -33.7% |
| 5Y | +18.6% | +81.8% | -63.1% | -44.3% |
| 10Y | +54.8% | +311.5% | -256.7% | -75.1% |
| All | +27.6% | +880.2% | -852.6% | -93.7% |
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