+165.8%
BCH vs SPY
+78.7%
+87.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.4% |
| 7D | +2.2% | +0.5% | +1.7% | +1.8% |
| 30D | +2.3% | -0.9% | +3.2% | +3.0% |
| 3M | +16.6% | +3.9% | +12.7% | +13.5% |
| 6M | +18.2% | +14.5% | +3.7% | +8.1% |
| YTD | +18.3% | +12.9% | +5.4% | +9.2% |
| 1Y | +51.2% | +19.4% | +31.8% | +35.3% |
| 3Y | +165.8% | +78.5% | +87.3% | +67.3% |
| All | +165.8% | +78.7% | +87.1% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling