-57.4%
BCAX vs SPY
+38.0%
-95.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +2.4% | +13.0% | +12.0% |
| 7D | +25.9% | +0.1% | +25.8% | +26.3% |
| 30D | -43.0% | -3.3% | -39.6% | -40.1% |
| 3M | -64.4% | -2.4% | -62.0% | -63.1% |
| 6M | -55.8% | +2.6% | -58.4% | -57.4% |
| YTD | -40.7% | +11.2% | -51.9% | -49.2% |
| 1Y | -31.8% | +13.4% | -45.2% | -43.4% |
| All | -57.4% | +38.0% | -95.4% | -67.6% |
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