+124.7%
BSEP vs SPY
+193.6%
-68.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +1.1% | +0.1% | +1.1% | +1.1% |
| 3M | +3.3% | +2.0% | +1.3% | +1.8% |
| 6M | +9.5% | +13.0% | -3.5% | +0.8% |
| YTD | +10.3% | +13.5% | -3.3% | +1.2% |
| 1Y | +14.4% | +20.0% | -5.5% | +1.2% |
| 3Y | +55.6% | +77.2% | -21.6% | +5.4% |
| 5Y | +68.0% | +81.9% | -13.8% | +10.9% |
| All | +124.7% | +193.6% | -68.9% | +4.9% |
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