+11.9%
BSET vs SPY
+322.5%
-310.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -3.0% |
| 7D | -7.7% | -0.8% | -6.9% | -7.1% |
| 30D | -9.5% | -1.1% | -8.4% | -8.7% |
| 3M | +15.5% | +3.9% | +11.6% | +11.6% |
| 6M | +29.5% | +13.6% | +15.8% | +15.4% |
| YTD | +9.5% | +12.7% | -3.2% | -1.8% |
| 1Y | +9.2% | +17.5% | -8.3% | -5.8% |
| 3Y | +44.2% | +76.9% | -32.7% | -17.8% |
| 5Y | +21.8% | +83.6% | -61.8% | -34.3% |
| All | +11.9% | +322.5% | -310.6% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling