-65.2%
BSEM vs SPY
+318.9%
-384.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +15.7% | -2.0% | +17.6% | +16.0% |
| 30D | +15.7% | -1.7% | +17.3% | +15.9% |
| 3M | +21.7% | +4.7% | +17.0% | +20.8% |
| 6M | -17.3% | +12.5% | -29.8% | -18.8% |
| YTD | +9.6% | +11.7% | -2.1% | +7.8% |
| 1Y | -28.4% | +17.5% | -45.9% | -29.9% |
| 3Y | +138.6% | +76.6% | +62.0% | +127.3% |
| 5Y | +255.3% | +82.0% | +173.3% | +233.2% |
| All | -65.2% | +318.9% | -384.1% | -70.4% |
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