+16.5%
BSJS vs SPY
+67.0%
-50.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.2% |
| 7D | +0.1% | -4.7% | +4.8% | +1.5% |
| 30D | +0.8% | -5.9% | +6.7% | +2.5% |
| 3M | +0.5% | -4.5% | +5.0% | +1.8% |
| 6M | +1.6% | +1.8% | -0.1% | +0.9% |
| YTD | +2.9% | +8.3% | -5.4% | +0.1% |
| 1Y | +4.4% | +9.3% | -5.0% | +1.2% |
| 3Y | +25.6% | +74.9% | -49.3% | +1.9% |
| 5Y | +16.5% | +67.3% | -50.8% | -7.1% |
| All | +16.5% | +67.0% | -50.5% | -7.1% |
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