+10.8%
BSMW vs SPY
+104.0%
-93.2%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.3% | +0.5% | -0.9% | -0.3% |
| 30D | -1.5% | -0.9% | -0.5% | -1.5% |
| 3M | -1.8% | +3.9% | -5.7% | -1.8% |
| 6M | -1.7% | +14.5% | -16.2% | -1.6% |
| YTD | -0.6% | +12.9% | -13.5% | -0.5% |
| 1Y | +1.8% | +19.4% | -17.5% | +2.0% |
| 3Y | +9.9% | +78.5% | -68.5% | +9.1% |
| All | +10.8% | +104.0% | -93.2% | +11.5% |
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