-99.9%
BCAB vs SPY
+115.6%
-215.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.8% |
| 7D | -4.8% | -2.7% | -2.1% | -1.2% |
| 30D | +25.8% | -5.4% | +31.2% | +36.5% |
| 3M | -39.9% | -4.1% | -35.8% | -35.7% |
| 6M | -55.6% | +0.7% | -56.3% | -56.2% |
| YTD | -93.0% | +8.7% | -101.6% | -94.0% |
| 1Y | -93.8% | +10.9% | -104.6% | -95.0% |
| 3Y | -97.8% | +75.0% | -172.8% | -99.2% |
| 5Y | -99.9% | +67.8% | -167.7% | -99.9% |
| All | -99.9% | +115.6% | -215.4% | -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