-96.3%
BYSI vs SPY
+275.8%
-372.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.7% |
| 7D | +2.8% | +0.5% | +2.3% | +2.4% |
| 30D | -28.7% | -0.9% | -27.8% | -28.1% |
| 3M | -63.5% | +3.9% | -67.4% | -64.6% |
| 6M | -57.2% | +14.5% | -71.8% | -61.4% |
| YTD | -62.0% | +12.9% | -74.9% | -65.4% |
| 1Y | -67.4% | +19.4% | -86.7% | -71.5% |
| 3Y | -31.1% | +78.5% | -109.6% | -56.8% |
| 5Y | -97.3% | +81.8% | -179.1% | -98.3% |
| All | -96.3% | +275.8% | -372.1% | -98.6% |
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 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