-96.5%
BCAB vs SPY
+17.2%
-113.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.6% |
| 7D | -9.2% | -2.0% | -7.2% | -7.9% |
| 30D | -66.3% | -1.7% | -64.6% | -65.8% |
| 3M | -67.7% | +4.7% | -72.4% | -67.5% |
| 6M | -86.3% | +12.5% | -98.8% | -86.1% |
| YTD | -95.8% | +11.7% | -107.6% | -95.9% |
| 1Y | -96.5% | +17.5% | -113.9% | -97.0% |
| All | -96.5% | +17.2% | -113.7% | -97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling