-63.9%
BSEM vs SPY
+342.4%
-406.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.4% | -11.2% | -11.5% |
| 7D | +25.0% | +3.3% | +21.7% | +24.5% |
| 30D | -42.2% | -2.7% | -39.5% | -42.0% |
| 3M | -65.8% | -1.7% | -64.0% | -65.7% |
| 6M | -73.8% | +3.1% | -76.9% | -73.9% |
| YTD | -65.9% | +11.9% | -77.8% | -66.2% |
| 1Y | -72.0% | +12.0% | -84.0% | -72.3% |
| 3Y | -54.4% | +78.2% | -132.6% | -55.4% |
| 5Y | +14.0% | +73.2% | -59.2% | +9.9% |
| 10Y | -87.0% | +309.6% | -396.6% | -85.3% |
| All | -63.9% | +342.4% | -406.3% | -62.5% |
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