-55.9%
BSOL vs SPY
+11.4%
-67.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.5% |
| 7D | -9.3% | +3.3% | -12.6% | -15.9% |
| 30D | -24.0% | -2.7% | -21.3% | -18.9% |
| 3M | +8.7% | -1.7% | +10.4% | +13.8% |
| 6M | -12.0% | +3.1% | -15.1% | -18.2% |
| YTD | -31.3% | +11.9% | -43.2% | -45.5% |
| 1Y | -44.1% | +12.0% | -56.1% | -55.9% |
| All | -55.9% | +11.4% | -67.3% | -64.7% |
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