+19.6%
BC vs SPY
+79.4%
-59.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.8% |
| 7D | -3.6% | -0.9% | -2.7% | -2.5% |
| 30D | +26.1% | -2.4% | +28.5% | +29.9% |
| 3M | -3.2% | -1.2% | -2.0% | -2.1% |
| 6M | -0.3% | +3.3% | -3.6% | -5.1% |
| YTD | +7.3% | +12.3% | -5.0% | -8.9% |
| 1Y | +23.7% | +12.4% | +11.3% | +5.0% |
| All | +19.6% | +79.4% | -59.8% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling