+36.1%
BSY vs SPY
+147.2%
-111.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -0.7% | +2.6% | -3.3% | -3.5% |
| 30D | +26.3% | -2.0% | +28.3% | +28.4% |
| 3M | +21.5% | -2.8% | +24.3% | +24.6% |
| 6M | +42.5% | +2.1% | +40.3% | +37.5% |
| YTD | +16.8% | +11.5% | +5.4% | +1.7% |
| 1Y | +3.2% | +13.5% | -10.3% | -12.1% |
| 3Y | -12.6% | +77.7% | -90.3% | -57.9% |
| 5Y | -20.2% | +72.6% | -92.8% | -60.0% |
| All | +36.1% | +147.2% | -111.1% | -48.9% |
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