+9.9%
BSBR vs SPY
+867.8%
-857.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +8.8% | +2.6% | +6.2% | +5.8% |
| 30D | -8.4% | -2.0% | -6.4% | -6.5% |
| 3M | -11.2% | -2.8% | -8.4% | -8.5% |
| 6M | -3.3% | +2.1% | -5.5% | -5.7% |
| YTD | -12.9% | +11.5% | -24.4% | -22.8% |
| 1Y | -15.7% | +13.5% | -29.1% | -26.7% |
| 3Y | -2.4% | +77.7% | -80.1% | -51.1% |
| 5Y | +6.0% | +72.6% | -66.6% | -46.9% |
| 10Y | +29.3% | +308.2% | -278.9% | -79.1% |
| All | +9.9% | +867.8% | -857.9% | -94.5% |
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