+72.5%
BCAT vs SPY
+158.2%
-85.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +2.4% | +0.1% | +2.4% | +2.4% |
| 3M | +7.5% | +2.0% | +5.5% | +6.2% |
| 6M | +15.2% | +13.0% | +2.2% | +7.0% |
| YTD | +29.3% | +13.5% | +15.7% | +19.7% |
| 1Y | +31.1% | +20.0% | +11.1% | +17.4% |
| 3Y | +85.3% | +77.2% | +8.1% | +29.9% |
| 5Y | +50.0% | +81.9% | -31.9% | +1.6% |
| All | +72.5% | +158.2% | -85.8% | +7.0% |
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