+201.8%
BSVN vs SPY
+82.3%
+119.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.5% |
| 7D | -4.4% | -0.8% | -3.7% | -3.9% |
| 30D | +5.6% | -1.1% | +6.6% | +6.3% |
| 3M | +21.0% | +3.9% | +17.1% | +17.5% |
| 6M | +40.4% | +13.6% | +26.8% | +27.4% |
| YTD | +35.7% | +12.7% | +23.0% | +23.8% |
| 1Y | +14.7% | +17.5% | -2.9% | +1.2% |
| 3Y | +142.1% | +76.9% | +65.2% | +60.4% |
| All | +201.8% | +82.3% | +119.6% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling