+11.1%
BSEM vs SPY
+346.5%
-335.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.4% | +7.9% |
| 7D | +14.3% | +0.5% | +13.7% | +14.2% |
| 30D | -2.3% | -0.9% | -1.3% | -2.2% |
| 3M | +8.7% | +3.9% | +4.8% | +8.2% |
| 6M | -23.2% | +14.5% | -37.7% | -24.3% |
| YTD | +5.0% | +12.9% | -7.9% | +3.7% |
| 1Y | -35.3% | +19.4% | -54.6% | -36.3% |
| 3Y | +128.6% | +78.5% | +50.1% | +123.2% |
| 5Y | +207.7% | +81.8% | +125.9% | +196.4% |
| 10Y | -66.7% | +311.5% | -378.2% | -62.5% |
| All | +11.1% | +346.5% | -335.4% | +15.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling