+134.4%
BCD vs SPY
+277.5%
-143.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +7.8% | +0.1% | +7.8% | +7.8% |
| 3M | +4.4% | +2.0% | +2.4% | +3.9% |
| 6M | +12.0% | +13.0% | -1.0% | +8.9% |
| YTD | +24.8% | +13.5% | +11.3% | +21.3% |
| 1Y | +34.9% | +20.0% | +14.9% | +29.4% |
| 3Y | +45.2% | +77.2% | -32.0% | +27.2% |
| 5Y | +75.9% | +81.9% | -5.9% | +52.1% |
| All | +134.4% | +277.5% | -143.1% | +82.8% |
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 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