+96.4%
BSM vs SPY
+322.5%
-226.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.8% |
| 30D | +3.6% | -1.1% | +4.7% | +4.2% |
| 3M | +10.9% | +3.9% | +7.0% | +8.0% |
| 6M | +2.3% | +13.6% | -11.3% | -6.3% |
| YTD | +20.3% | +12.7% | +7.7% | +10.8% |
| 1Y | +30.1% | +17.5% | +12.6% | +16.3% |
| 3Y | +14.9% | +76.9% | -62.0% | -22.5% |
| 5Y | +133.8% | +83.6% | +50.2% | +51.8% |
| All | +96.4% | +322.5% | -226.1% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling