-86.6%
BCG vs SPY
+50.1%
-136.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.9% |
| 7D | -5.3% | -0.4% | -4.9% | -5.2% |
| 30D | -6.7% | -1.4% | -5.3% | -6.4% |
| 3M | -20.2% | +3.7% | -23.9% | -20.8% |
| 6M | -35.3% | +13.0% | -48.3% | -36.8% |
| YTD | -55.9% | +12.4% | -68.3% | -56.8% |
| 1Y | -31.0% | +18.5% | -49.6% | -32.5% |
| All | -86.6% | +50.1% | -136.7% | -83.5% |
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