+460.2%
BST vs SPY
+315.0%
+145.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +2.0% | +1.7% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -9.8% | -3.3% | -6.5% | -6.1% |
| 3M | -1.1% | -2.4% | +1.4% | +2.0% |
| 6M | +9.1% | +2.6% | +6.5% | +6.7% |
| YTD | +23.9% | +11.2% | +12.7% | +10.9% |
| 1Y | +26.8% | +13.4% | +13.4% | +11.1% |
| 3Y | +87.7% | +79.9% | +7.8% | -2.2% |
| 5Y | +35.5% | +72.2% | -36.7% | -25.1% |
| 10Y | +460.2% | +307.3% | +152.9% | +14.0% |
| All | +460.2% | +315.0% | +145.2% | +14.0% |
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