+16.3%
BSET vs SPY
+21.3%
-5.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | -1.2% | +0.3% | -1.4% | -1.3% |
| 30D | -5.6% | +0.2% | -5.8% | -5.7% |
| 3M | +31.4% | +2.8% | +28.7% | +29.7% |
| 6M | +28.4% | +14.3% | +14.2% | +21.3% |
| YTD | +15.3% | +14.0% | +1.3% | +8.9% |
| All | +16.3% | +21.3% | -5.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling