+112.0%
BCAL vs SPY
+782.1%
-670.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.4% | -2.7% | +4.1% | +1.7% |
| 30D | +1.9% | -5.4% | +7.3% | +2.3% |
| 3M | +2.5% | -4.1% | +6.6% | +2.8% |
| 6M | +15.6% | +0.7% | +14.9% | +15.5% |
| YTD | +18.6% | +8.7% | +10.0% | +17.9% |
| 1Y | +17.9% | +10.9% | +7.0% | +16.9% |
| 3Y | +57.3% | +75.0% | -17.6% | +53.4% |
| 5Y | +43.8% | +67.8% | -24.0% | +40.1% |
| 10Y | +147.4% | +312.9% | -165.5% | +143.4% |
| All | +112.0% | +782.1% | -670.0% | +118.9% |
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 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