-26.1%
BCC vs SPY
+79.4%
-105.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.7% |
| 7D | -10.8% | -0.9% | -9.9% | -9.9% |
| 30D | -5.3% | -2.4% | -2.9% | -2.9% |
| 3M | -18.5% | -1.2% | -17.3% | -17.6% |
| 6M | +1.1% | +3.3% | -2.2% | -2.7% |
| YTD | -4.7% | +12.3% | -17.0% | -16.6% |
| 1Y | +1.0% | +12.4% | -11.4% | -11.7% |
| All | -26.1% | +79.4% | -105.5% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling