-56.8%
BCAX vs SPY
+38.8%
-95.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.5% |
| 7D | +23.4% | +3.3% | +20.2% | +18.4% |
| 30D | -41.7% | -2.7% | -39.0% | -39.3% |
| 3M | -59.0% | -1.7% | -57.2% | -57.9% |
| 6M | -54.8% | +3.1% | -57.9% | -56.8% |
| YTD | -39.9% | +11.9% | -51.8% | -48.9% |
| 1Y | -32.2% | +12.0% | -44.2% | -42.5% |
| All | -56.8% | +38.8% | -95.6% | -67.5% |
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