+462.0%
BSX vs SPYG
+559.2%
-97.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | -7.0% | +0.3% | -7.4% | -7.3% |
| 30D | -10.9% | -1.7% | -9.2% | -9.9% |
| 3M | -8.2% | +3.6% | -11.8% | -11.0% |
| 6M | -37.5% | +16.6% | -54.1% | -44.4% |
| YTD | -52.8% | +13.4% | -66.2% | -57.4% |
| 1Y | -58.4% | +19.6% | -78.0% | -63.9% |
| 3Y | -16.5% | +99.8% | -116.3% | -50.7% |
| 5Y | -1.0% | +85.0% | -85.9% | -39.6% |
| 10Y | +91.2% | +422.1% | -330.9% | -44.1% |
| All | +462.0% | +559.2% | -97.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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