+25.0%
BSJS vs SPY
+144.4%
-119.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | +1.1% | -1.0% | +2.1% | +1.3% |
| 3M | +0.5% | -0.3% | +0.9% | +0.6% |
| 6M | +2.0% | +7.3% | -5.3% | -0.2% |
| YTD | +3.1% | +13.3% | -10.2% | -0.9% |
| 1Y | +4.6% | +14.8% | -10.2% | +0.2% |
| 3Y | +25.7% | +82.9% | -57.2% | +2.3% |
| 5Y | +17.0% | +75.6% | -58.6% | -5.9% |
| All | +25.0% | +144.4% | -119.4% | -7.2% |
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