+253.4%
BSVN vs SPY
+194.3%
+59.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +4.6% | -0.4% | +5.0% | +4.9% |
| 30D | +8.0% | -1.4% | +9.4% | +9.3% |
| 3M | +20.5% | +3.7% | +16.8% | +16.2% |
| 6M | +37.9% | +13.0% | +24.9% | +22.5% |
| YTD | +35.1% | +12.4% | +22.7% | +20.5% |
| 1Y | +15.1% | +18.5% | -3.4% | -2.5% |
| 3Y | +135.8% | +77.6% | +58.2% | +35.9% |
| 5Y | +200.7% | +81.7% | +119.1% | +67.2% |
| All | +253.4% | +194.3% | +59.1% | +17.3% |
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