+5.8%
BSMT vs SPY
+185.3%
-179.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | -0.8% | -0.9% | +0.1% | -0.8% |
| 3M | -0.7% | +3.9% | -4.6% | -0.9% |
| 6M | -0.7% | +14.5% | -15.3% | -1.6% |
| YTD | +0.2% | +12.9% | -12.7% | -0.6% |
| 1Y | +1.1% | +19.4% | -18.2% | -0.1% |
| 3Y | +9.6% | +78.5% | -68.8% | +5.1% |
| 5Y | -1.8% | +81.8% | -83.5% | -6.2% |
| All | +5.8% | +185.3% | -179.5% | -5.6% |
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