-88.7%
BCG vs SPY
+48.0%
-136.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.6% |
| 7D | +0.9% | -0.6% | +1.5% | +1.2% |
| 30D | +1.9% | -3.7% | +5.6% | +3.0% |
| 3M | -21.3% | -2.7% | -18.6% | -20.7% |
| 6M | -50.0% | +2.2% | -52.2% | -50.1% |
| YTD | -62.8% | +10.8% | -73.7% | -63.4% |
| 1Y | -28.2% | +11.2% | -39.4% | -29.2% |
| All | -88.7% | +48.0% | -136.7% | -86.0% |
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