+120.8%
BCD vs SPY
+268.5%
-147.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -6.9% | -3.7% | -3.2% | -6.2% |
| 3M | -1.5% | -2.7% | +1.2% | -1.0% |
| 6M | -2.6% | +2.2% | -4.8% | -3.2% |
| YTD | +17.6% | +10.8% | +6.8% | +14.8% |
| 1Y | +19.3% | +11.2% | +8.1% | +16.3% |
| 3Y | +42.2% | +76.5% | -34.2% | +24.6% |
| 5Y | +57.3% | +72.9% | -15.6% | +37.5% |
| All | +120.8% | +268.5% | -147.7% | +73.0% |
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