+8.3%
BSMS vs SPY
+183.7%
-175.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | -0.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | -0.4% | -0.9% | +0.5% | -0.4% |
| 3M | 0.0% | +3.9% | -3.9% | -0.2% |
| 6M | 0.0% | +14.5% | -14.6% | -0.9% |
| YTD | +0.8% | +12.9% | -12.1% | 0.0% |
| 1Y | +1.9% | +19.4% | -17.5% | +0.7% |
| 3Y | +9.7% | +78.5% | -68.7% | +5.2% |
| 5Y | -0.1% | +81.8% | -81.9% | -4.6% |
| All | +8.3% | +183.7% | -175.4% | -3.2% |
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