-98.0%
BCDA vs SPY
+67.4%
-165.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | -1.2% | -2.7% | +1.5% | +0.8% |
| 30D | -22.0% | -5.4% | -16.6% | -18.7% |
| 3M | -10.5% | -4.1% | -6.4% | -7.8% |
| 6M | -23.4% | +0.7% | -24.1% | -24.3% |
| YTD | -32.0% | +8.7% | -40.7% | -36.8% |
| 1Y | -33.6% | +10.9% | -44.5% | -39.2% |
| 3Y | -86.2% | +75.0% | -161.2% | -91.1% |
| All | -98.0% | +67.4% | -165.3% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling