+89.0%
BC vs SPY
+308.5%
-219.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | -3.0% | +3.3% | -6.3% | -7.1% |
| 30D | +22.4% | -2.7% | +25.1% | +26.6% |
| 3M | -4.3% | -1.7% | -2.5% | -2.4% |
| 6M | -0.2% | +3.1% | -3.3% | -4.5% |
| YTD | +4.7% | +11.9% | -7.2% | -10.0% |
| 1Y | +19.8% | +12.0% | +7.8% | +2.9% |
| 3Y | +16.6% | +78.2% | -61.6% | -45.2% |
| 5Y | -16.3% | +73.2% | -89.5% | -58.6% |
| All | +89.0% | +308.5% | -219.5% | -69.5% |
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