+3,130.8%
BCE vs SPY
+3,045.4%
+85.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -3.1% | +3.3% | -6.4% | -4.9% |
| 30D | +9.6% | -2.7% | +12.3% | +11.0% |
| 3M | -6.4% | -1.7% | -4.7% | -5.9% |
| 6M | -10.4% | +3.1% | -13.5% | -12.6% |
| YTD | -6.8% | +11.9% | -18.7% | -13.6% |
| 1Y | -1.2% | +12.0% | -13.2% | -8.5% |
| 3Y | -31.0% | +78.2% | -109.2% | -52.9% |
| 5Y | -41.2% | +73.2% | -114.5% | -59.8% |
| 10Y | -9.0% | +309.6% | -318.6% | -64.0% |
| All | +3,130.8% | +3,045.4% | +85.4% | +255.9% |
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