+8.6%
BSMS vs SPY
+180.1%
-171.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.4% | +2.6% | -3.0% | -0.5% |
| 30D | +1.3% | -2.0% | +3.2% | +1.4% |
| 3M | -0.3% | -2.8% | +2.5% | -0.2% |
| 6M | +0.5% | +2.1% | -1.7% | +0.3% |
| YTD | +1.1% | +11.5% | -10.4% | +0.4% |
| 1Y | +1.7% | +13.5% | -11.7% | +0.9% |
| 3Y | +10.7% | +77.7% | -67.0% | +6.2% |
| 5Y | +0.4% | +72.6% | -72.2% | -3.6% |
| All | +8.6% | +180.1% | -171.5% | -2.9% |
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 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