+3,291.2%
BCH vs SPY
+1,248.4%
+2,042.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +1.7% | +0.1% | +1.7% | +1.7% |
| 3M | +14.2% | +2.0% | +12.2% | +12.5% |
| 6M | +15.5% | +13.0% | +2.5% | +5.9% |
| YTD | +18.2% | +13.5% | +4.7% | +8.2% |
| 1Y | +51.0% | +20.0% | +31.0% | +32.8% |
| 3Y | +141.8% | +77.2% | +64.6% | +58.2% |
| 5Y | +217.8% | +81.9% | +135.9% | +100.2% |
| 10Y | +234.5% | +314.1% | -79.6% | +10.5% |
| All | +3,291.2% | +1,248.4% | +2,042.7% | +461.7% |
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