+118.7%
BSL vs SPY
+847.4%
-728.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | +2.6% | +2.0% | +0.6% | +1.8% |
| 6M | +5.6% | +13.0% | -7.4% | +1.2% |
| YTD | +0.6% | +13.5% | -12.9% | -3.8% |
| 1Y | -1.4% | +20.0% | -21.3% | -7.5% |
| 3Y | +28.8% | +77.2% | -48.4% | +4.5% |
| 5Y | +23.2% | +81.9% | -58.7% | -1.9% |
| 10Y | +74.0% | +314.1% | -240.0% | +4.7% |
| All | +118.7% | +847.4% | -728.7% | +10.1% |
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 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