-21.6%
BCG vs SPY
+14.6%
-36.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.8% | +8.0% |
| 7D | +10.4% | -0.7% | +11.1% | +10.9% |
| 30D | +10.5% | -1.0% | +11.5% | +11.3% |
| 3M | -23.2% | -0.3% | -22.8% | -23.0% |
| 6M | -42.0% | +7.3% | -49.3% | -45.3% |
| YTD | -59.7% | +13.3% | -73.0% | -61.9% |
| 1Y | -21.6% | +14.8% | -36.4% | -24.3% |
| All | -21.6% | +14.6% | -36.3% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling