+299.6%
BCC vs SPY
+537.2%
-237.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -3.0% |
| 7D | -10.8% | -0.9% | -9.9% | -9.8% |
| 30D | -5.3% | -2.4% | -2.9% | -2.6% |
| 3M | -18.5% | -1.2% | -17.3% | -17.5% |
| 6M | +1.1% | +3.3% | -2.2% | -3.3% |
| YTD | -4.7% | +12.3% | -17.0% | -18.3% |
| 1Y | +1.0% | +12.4% | -11.4% | -13.6% |
| 3Y | -26.4% | +78.8% | -105.2% | -65.8% |
| 5Y | +29.6% | +75.2% | -45.6% | -37.1% |
| 10Y | +422.4% | +311.1% | +111.3% | -17.7% |
| All | +299.6% | +537.2% | -237.7% | -60.2% |
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