-86.3%
BCG vs SPY
+51.6%
-137.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -12.2% | +0.1% | -12.2% | -12.2% |
| 3M | -15.9% | +2.0% | -17.8% | -16.2% |
| 6M | -38.1% | +13.0% | -51.1% | -39.6% |
| YTD | -54.9% | +13.5% | -68.4% | -55.9% |
| 1Y | -27.0% | +20.0% | -46.9% | -28.7% |
| All | -86.3% | +51.6% | -137.9% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling