+539.1%
BST vs SPY
+372.2%
+166.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | +5.8% | +2.0% | +3.8% | +3.8% |
| 6M | +31.2% | +13.0% | +18.2% | +15.5% |
| YTD | +31.1% | +13.5% | +17.5% | +14.8% |
| 1Y | +41.3% | +20.0% | +21.4% | +16.6% |
| 3Y | +97.5% | +77.2% | +20.3% | +6.6% |
| 5Y | +45.8% | +81.9% | -36.1% | -22.6% |
| 10Y | +515.8% | +314.1% | +201.8% | +46.1% |
| All | +539.1% | +372.2% | +166.9% | +40.3% |
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 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