-99.9%
BCAB vs SPY
+125.2%
-225.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.2% |
| 7D | -23.9% | +0.1% | -24.0% | -23.4% |
| 30D | -60.3% | +0.1% | -60.4% | -59.9% |
| 3M | -62.2% | +2.0% | -64.2% | -63.0% |
| 6M | -84.7% | +13.0% | -97.7% | -87.5% |
| YTD | -95.4% | +13.5% | -108.9% | -96.3% |
| 1Y | -94.7% | +20.0% | -114.7% | -96.2% |
| 3Y | -99.0% | +77.2% | -176.2% | -99.6% |
| 5Y | -99.9% | +81.9% | -181.8% | -100.0% |
| All | -99.9% | +125.2% | -225.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling