+116.2%
BC vs SPY
+315.0%
-198.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +29.6% | -3.3% | +32.9% | +35.2% |
| 3M | -1.8% | -2.4% | +0.7% | +1.1% |
| 6M | -1.4% | +2.6% | -4.0% | -5.0% |
| YTD | +9.1% | +11.2% | -2.2% | -5.5% |
| 1Y | +23.9% | +13.4% | +10.5% | +4.7% |
| 3Y | +22.9% | +79.9% | -57.0% | -43.0% |
| 5Y | -10.7% | +72.2% | -82.9% | -55.5% |
| 10Y | +116.2% | +307.3% | -191.1% | -65.5% |
| All | +116.2% | +315.0% | -198.8% | -65.5% |
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