-95.5%
BYSI vs SPY
+275.0%
-370.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.0% |
| 7D | +23.6% | -0.8% | +24.4% | +24.2% |
| 30D | +3.0% | -1.1% | +4.0% | +3.9% |
| 3M | -53.7% | +3.9% | -57.6% | -55.1% |
| 6M | -49.4% | +13.6% | -63.0% | -54.1% |
| YTD | -53.1% | +12.7% | -65.8% | -57.3% |
| 1Y | -59.1% | +17.5% | -76.7% | -63.9% |
| 3Y | -17.8% | +76.9% | -94.7% | -48.1% |
| 5Y | -96.9% | +83.6% | -180.5% | -98.0% |
| All | -95.5% | +275.0% | -370.4% | -98.3% |
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 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