-89.5%
BSEM vs SPY
+307.0%
-396.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.2% | -0.4% | -18.9% | -19.2% |
| 7D | -7.1% | +2.6% | -9.7% | -7.4% |
| 30D | -50.2% | -2.0% | -48.3% | -50.0% |
| 3M | -66.1% | -2.8% | -63.3% | -65.9% |
| 6M | -79.3% | +2.1% | -81.4% | -79.3% |
| YTD | -72.4% | +11.5% | -83.9% | -72.8% |
| 1Y | -74.6% | +13.5% | -88.1% | -75.1% |
| 3Y | -66.0% | +77.7% | -143.7% | -67.6% |
| 5Y | -7.9% | +72.6% | -80.5% | -13.4% |
| All | -89.5% | +307.0% | -396.5% | -92.4% |
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