-5.2%
BSY vs SPY
+149.8%
-155.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -1.0% |
| 7D | -8.1% | -0.8% | -7.4% | -7.3% |
| 30D | -13.3% | -1.1% | -12.3% | -12.2% |
| 3M | +1.3% | +3.9% | -2.6% | -3.2% |
| 6M | -19.7% | +13.6% | -33.3% | -31.1% |
| YTD | -18.5% | +12.7% | -31.2% | -29.5% |
| 1Y | -41.7% | +17.5% | -59.2% | -51.9% |
| 3Y | -36.4% | +76.9% | -113.3% | -68.9% |
| 5Y | -54.1% | +83.6% | -137.7% | -78.1% |
| All | -5.2% | +149.8% | -155.0% | -64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling