+145.3%
BCAL vs SPY
+311.3%
-166.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | +2.3% | -0.9% | +3.2% | +2.5% |
| 3M | +12.6% | +3.9% | +8.8% | +11.6% |
| 6M | +22.3% | +14.5% | +7.8% | +18.5% |
| YTD | +17.7% | +12.9% | +4.7% | +14.4% |
| 1Y | +28.4% | +19.4% | +9.0% | +23.3% |
| 3Y | +47.7% | +78.5% | -30.8% | +34.0% |
| 5Y | +51.2% | +81.8% | -30.5% | +36.6% |
| 10Y | +145.3% | +311.5% | -166.2% | +115.2% |
| All | +145.3% | +311.3% | -166.0% | +115.2% |
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