+51.2%
BCAT vs SPY
+147.1%
-95.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.9% | -2.7% | +0.8% | -0.3% |
| 30D | +0.1% | -5.4% | +5.5% | +3.5% |
| 3M | -10.7% | -4.1% | -6.6% | -8.5% |
| 6M | -3.7% | +0.7% | -4.4% | -4.2% |
| YTD | +13.4% | +8.7% | +4.7% | +7.7% |
| 1Y | +14.7% | +10.9% | +3.8% | +7.6% |
| 3Y | +65.4% | +75.0% | -9.5% | +16.7% |
| 5Y | +42.3% | +67.8% | -25.4% | 0.0% |
| All | +51.2% | +147.1% | -95.9% | -3.7% |
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