+60.8%
BSV vs SPY
+660.0%
-599.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.1% | +0.1% | -0.1% | -0.1% |
| 3M | +0.3% | +2.0% | -1.7% | +0.3% |
| 6M | +0.1% | +13.0% | -13.0% | +0.3% |
| YTD | +0.6% | +13.5% | -12.9% | +0.9% |
| 1Y | +2.0% | +20.0% | -18.0% | +2.4% |
| 3Y | +14.2% | +77.2% | -63.0% | +15.7% |
| 5Y | +8.6% | +81.9% | -73.2% | +10.2% |
| 10Y | +21.1% | +314.1% | -293.0% | +26.8% |
| All | +60.8% | +660.0% | -599.2% | +71.7% |
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