-99.9%
BCAB vs SPY
+121.2%
-221.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.4% | -7.3% | -7.1% |
| 7D | -22.0% | +2.6% | -24.6% | -25.1% |
| 30D | +20.0% | -2.0% | +22.0% | +23.1% |
| 3M | -54.8% | -2.8% | -52.0% | -52.6% |
| 6M | -64.5% | +2.1% | -66.7% | -65.8% |
| YTD | -94.5% | +11.5% | -106.0% | -95.5% |
| 1Y | -95.3% | +13.5% | -108.7% | -96.3% |
| 3Y | -97.9% | +77.7% | -175.6% | -99.2% |
| 5Y | -99.9% | +72.6% | -172.5% | -100.0% |
| All | -99.9% | +121.2% | -221.1% | -100.0% |
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