+287.3%
BCC vs SPY
+532.7%
-245.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | -4.1% | +2.6% | -6.7% | -7.2% |
| 30D | -8.9% | -2.0% | -6.9% | -6.7% |
| 3M | -19.7% | -2.8% | -16.9% | -16.9% |
| 6M | +1.2% | +2.1% | -0.9% | -1.7% |
| YTD | -7.6% | +11.5% | -19.1% | -20.0% |
| 1Y | -1.4% | +13.5% | -14.9% | -16.6% |
| 3Y | -28.4% | +77.7% | -106.1% | -66.4% |
| 5Y | +25.5% | +72.6% | -47.1% | -37.9% |
| 10Y | +406.4% | +308.2% | +98.3% | -19.5% |
| All | +287.3% | +532.7% | -245.3% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling