-86.9%
BCG vs SPY
+48.9%
-135.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +12.8% |
| 7D | +11.7% | +2.6% | +9.1% | +10.9% |
| 30D | +24.0% | -2.0% | +26.0% | +24.7% |
| 3M | -20.0% | -2.8% | -17.2% | -19.4% |
| 6M | -34.7% | +2.1% | -36.9% | -34.9% |
| YTD | -56.9% | +11.5% | -68.4% | -57.7% |
| 1Y | -13.0% | +13.5% | -26.4% | -14.5% |
| All | -86.9% | +48.9% | -135.8% | -83.8% |
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