-96.7%
BYSI vs SPY
+82.3%
-179.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.2% |
| 7D | +23.6% | -0.8% | +24.4% | +24.4% |
| 30D | +3.0% | -1.1% | +4.0% | +4.1% |
| 3M | -53.7% | +3.9% | -57.6% | -55.4% |
| 6M | -49.4% | +13.6% | -63.0% | -55.0% |
| YTD | -53.1% | +12.7% | -65.8% | -58.1% |
| 1Y | -59.1% | +17.5% | -76.7% | -64.8% |
| 3Y | -17.8% | +76.9% | -94.7% | -54.5% |
| All | -96.7% | +82.3% | -179.0% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling