-99.7%
BCDA vs SPY
+315.0%
-414.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +5.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -13.5% | -3.3% | -10.1% | -12.3% |
| 3M | -8.2% | -2.4% | -5.7% | -7.4% |
| 6M | -18.9% | +2.6% | -21.5% | -19.8% |
| YTD | -28.0% | +11.2% | -39.2% | -30.8% |
| 1Y | -30.8% | +13.4% | -44.2% | -33.9% |
| 3Y | -85.4% | +79.9% | -165.3% | -87.8% |
| 5Y | -97.8% | +72.2% | -170.0% | -98.2% |
| 10Y | -99.7% | +307.3% | -407.0% | -99.7% |
| All | -99.7% | +315.0% | -414.7% | -99.7% |
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 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