+106.3%
BSM vs SPY
+334.3%
-228.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +1.7% | +2.6% | -0.9% | +0.2% |
| 30D | -1.5% | -2.0% | +0.5% | -0.5% |
| 3M | +1.4% | -2.8% | +4.1% | +2.8% |
| 6M | +10.0% | +2.1% | +7.8% | +7.9% |
| YTD | +17.0% | +11.5% | +5.5% | +8.4% |
| 1Y | +13.8% | +13.5% | +0.4% | +4.2% |
| 3Y | +11.0% | +77.7% | -66.7% | -24.5% |
| 5Y | +102.5% | +72.6% | +29.9% | +38.7% |
| 10Y | +104.5% | +308.2% | -203.6% | -14.2% |
| All | +106.3% | +334.3% | -228.0% | -15.9% |
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