+44.0%
BSJQ vs SPY
+201.6%
-157.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | 0.0% | -0.4% | +0.3% | +0.1% |
| 30D | +0.3% | -1.4% | +1.7% | +0.8% |
| 3M | +0.8% | +3.7% | -2.9% | -0.4% |
| 6M | +1.3% | +13.0% | -11.7% | -2.7% |
| YTD | +1.6% | +12.4% | -10.7% | -2.2% |
| 1Y | +3.0% | +18.5% | -15.5% | -2.6% |
| 3Y | +20.6% | +77.6% | -57.0% | -1.7% |
| 5Y | +19.4% | +81.7% | -62.2% | -4.4% |
| All | +44.0% | +201.6% | -157.6% | -8.0% |
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 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