-87.4%
BCG vs SPY
+50.8%
-138.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.5% | -7.1% | -7.6% |
| 7D | -11.8% | +0.5% | -12.3% | -11.9% |
| 30D | -11.1% | -0.9% | -10.2% | -10.9% |
| 3M | -26.4% | +3.9% | -30.3% | -27.0% |
| 6M | -43.9% | +14.5% | -58.4% | -45.4% |
| YTD | -58.3% | +12.9% | -71.3% | -59.2% |
| 1Y | -30.6% | +19.4% | -50.0% | -32.1% |
| All | -87.4% | +50.8% | -138.1% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling