+488.3%
BST vs SPY
+311.8%
+176.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +0.3% |
| 7D | -0.2% | -0.9% | +0.7% | +1.0% |
| 30D | -8.2% | -2.4% | -5.8% | -5.4% |
| 3M | -0.8% | -1.2% | +0.3% | +0.7% |
| 6M | +10.4% | +3.3% | +7.1% | +7.1% |
| YTD | +25.6% | +12.3% | +13.3% | +11.2% |
| 1Y | +28.0% | +12.4% | +15.5% | +13.2% |
| 3Y | +89.1% | +78.8% | +10.3% | -0.8% |
| 5Y | +39.9% | +75.2% | -35.2% | -24.1% |
| 10Y | +488.3% | +311.1% | +177.2% | +19.3% |
| All | +488.3% | +311.8% | +176.5% | +19.3% |
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