+51.4%
BCAL vs SPY
+82.0%
-30.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +2.3% | +0.1% | +2.2% | +2.3% |
| 3M | +14.1% | +2.0% | +12.1% | +13.1% |
| 6M | +20.4% | +13.0% | +7.4% | +14.9% |
| YTD | +18.6% | +13.5% | +5.0% | +12.9% |
| 1Y | +30.2% | +20.0% | +10.3% | +21.5% |
| 3Y | +50.9% | +77.2% | -26.3% | +30.0% |
| All | +51.4% | +82.0% | -30.6% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling