+3.1%
BSEM vs SPY
+348.9%
-345.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +11.3% | +0.1% | +11.2% | +11.2% |
| 3M | -8.1% | +2.0% | -10.1% | -8.3% |
| 6M | -35.8% | +13.0% | -48.9% | -36.7% |
| YTD | -2.6% | +13.5% | -16.2% | -3.9% |
| 1Y | -44.8% | +20.0% | -64.7% | -45.6% |
| 3Y | +108.4% | +77.2% | +31.2% | +103.4% |
| 5Y | +196.8% | +81.9% | +114.9% | +185.6% |
| 10Y | -71.5% | +314.1% | -385.5% | -67.9% |
| All | +3.1% | +348.9% | -345.9% | +6.8% |
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