+321.0%
BSEM vs SPY
+81.0%
+240.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.7% | +5.4% |
| 7D | +18.9% | -0.4% | +19.3% | +19.1% |
| 30D | +11.4% | -1.4% | +12.8% | +11.9% |
| 3M | +18.1% | +3.7% | +14.4% | +16.2% |
| 6M | -18.2% | +13.0% | -31.2% | -22.1% |
| YTD | +10.5% | +12.4% | -1.9% | +5.5% |
| 1Y | -28.2% | +18.5% | -46.7% | -32.3% |
| 3Y | +140.6% | +77.6% | +62.9% | +104.2% |
| 5Y | +321.0% | +81.7% | +239.3% | +169.2% |
| All | +321.0% | +81.0% | +240.0% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling