+221.3%
BCH vs SPY
+79.8%
+141.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -2.5% | -2.0% | -0.5% | -1.3% |
| 30D | +2.3% | -1.7% | +4.0% | +3.4% |
| 3M | +8.3% | +4.7% | +3.6% | +5.4% |
| 6M | +10.5% | +12.5% | -2.0% | +3.4% |
| YTD | +16.9% | +11.7% | +5.1% | +9.9% |
| 1Y | +47.3% | +17.5% | +29.9% | +35.0% |
| 3Y | +162.6% | +76.6% | +86.0% | +92.0% |
| 5Y | +221.3% | +82.0% | +139.3% | +125.8% |
| All | +221.3% | +79.8% | +141.6% | +125.8% |
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