+234.4%
BCH vs SPY
+318.9%
-84.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -2.5% | -2.0% | -0.5% | -1.2% |
| 30D | +2.3% | -1.7% | +4.0% | +3.5% |
| 3M | +8.3% | +4.7% | +3.6% | +5.1% |
| 6M | +10.5% | +12.5% | -2.0% | +2.5% |
| YTD | +16.9% | +11.7% | +5.1% | +9.0% |
| 1Y | +47.3% | +17.5% | +29.9% | +33.1% |
| 3Y | +162.6% | +76.6% | +86.0% | +80.2% |
| 5Y | +221.3% | +82.0% | +139.3% | +113.2% |
| All | +234.4% | +318.9% | -84.5% | +25.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling