+11.2%
BSMW vs SPY
+101.4%
-90.2%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -1.0% | +2.6% | -3.5% | -0.9% |
| 30D | +2.5% | -2.0% | +4.5% | +2.5% |
| 3M | -1.2% | -2.8% | +1.6% | -1.2% |
| 6M | -0.8% | +2.1% | -3.0% | -0.8% |
| YTD | -0.2% | +11.5% | -11.7% | -0.2% |
| 1Y | -0.1% | +13.5% | -13.6% | 0.0% |
| 3Y | +11.3% | +77.7% | -66.4% | +10.6% |
| All | +11.2% | +101.4% | -90.2% | +11.8% |
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