+63.2%
BSMC vs SPY
+85.4%
-22.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +1.0% | +2.6% | -1.6% | -0.9% |
| 30D | +4.1% | -2.0% | +6.0% | +5.5% |
| 3M | -2.6% | -2.8% | +0.2% | -0.7% |
| 6M | +7.6% | +2.1% | +5.4% | +5.4% |
| YTD | +15.2% | +11.5% | +3.7% | +5.1% |
| 1Y | +20.3% | +13.5% | +6.9% | +8.3% |
| 3Y | +63.7% | +77.7% | -14.0% | +0.2% |
| All | +63.2% | +85.4% | -22.1% | -2.0% |
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