+133.8%
BSM vs SPY
+81.0%
+52.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +3.6% | -1.4% | +5.0% | +4.3% |
| 3M | +11.2% | +3.7% | +7.5% | +9.0% |
| 6M | +1.9% | +13.0% | -11.1% | -4.7% |
| YTD | +19.6% | +12.4% | +7.2% | +12.1% |
| 1Y | +34.2% | +18.5% | +15.7% | +22.0% |
| 3Y | +13.4% | +77.6% | -64.2% | -18.7% |
| 5Y | +133.8% | +81.7% | +52.1% | +65.4% |
| All | +133.8% | +81.0% | +52.8% | +65.4% |
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