+137.5%
BCH vs SPY
+79.4%
+58.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.1% |
| 30D | +0.7% | -2.4% | +3.1% | +2.3% |
| 3M | -4.1% | -1.2% | -3.0% | -3.4% |
| 6M | +10.6% | +3.3% | +7.3% | +8.2% |
| YTD | +9.5% | +12.3% | -2.8% | +1.8% |
| 1Y | +13.5% | +12.4% | +1.0% | +5.4% |
| All | +137.5% | +79.4% | +58.1% | +48.5% |
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 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