+25.1%
BSET vs SPY
+82.3%
-57.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.7% |
| 7D | -7.7% | -0.8% | -6.9% | -7.3% |
| 30D | -9.5% | -1.1% | -8.4% | -9.0% |
| 3M | +15.5% | +3.9% | +11.6% | +13.1% |
| 6M | +29.5% | +13.6% | +15.8% | +20.8% |
| YTD | +9.5% | +12.7% | -3.2% | +2.6% |
| 1Y | +9.2% | +17.5% | -8.3% | -0.1% |
| 3Y | +44.2% | +76.9% | -32.7% | +1.5% |
| All | +25.1% | +82.3% | -57.1% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling