-63.0%
BCAX vs SPY
+34.8%
-97.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.2% |
| 7D | -5.3% | -2.7% | -2.6% | -1.3% |
| 30D | -47.3% | -5.4% | -41.9% | -43.1% |
| 3M | -68.6% | -4.1% | -64.5% | -66.7% |
| 6M | -63.6% | +0.7% | -64.3% | -64.2% |
| YTD | -48.6% | +8.7% | -57.3% | -54.6% |
| 1Y | -40.6% | +10.9% | -51.5% | -49.3% |
| All | -63.0% | +34.8% | -97.9% | -71.1% |
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