-56.5%
BCAX vs SPY
+37.5%
-94.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | +13.6% | -0.6% | +14.2% | +15.0% |
| 30D | -41.8% | -3.7% | -38.1% | -38.6% |
| 3M | -63.3% | -2.7% | -60.5% | -61.8% |
| 6M | -54.9% | +2.2% | -57.1% | -56.4% |
| YTD | -39.5% | +10.8% | -50.3% | -47.9% |
| 1Y | -26.9% | +11.2% | -38.2% | -37.4% |
| All | -56.5% | +37.5% | -94.0% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling