+123.3%
BCD vs SPY
+261.3%
-137.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -3.7% | -2.7% | -1.0% | -3.2% |
| 30D | -5.3% | -5.4% | +0.1% | -4.2% |
| 3M | +2.3% | -4.1% | +6.4% | +3.1% |
| 6M | -1.0% | +0.7% | -1.7% | -1.3% |
| YTD | +19.0% | +8.7% | +10.3% | +16.6% |
| 1Y | +23.1% | +10.9% | +12.2% | +20.1% |
| 3Y | +39.5% | +75.0% | -35.5% | +22.4% |
| 5Y | +58.6% | +67.8% | -9.2% | +39.5% |
| All | +123.3% | +261.3% | -137.9% | +75.7% |
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