+3,040.5%
BCH vs SPY
+1,233.6%
+1,807.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | -4.1% | -1.2% | -3.0% | -3.3% |
| 6M | +10.6% | +3.3% | +7.3% | +8.0% |
| YTD | +9.5% | +12.3% | -2.8% | +1.0% |
| 1Y | +13.5% | +12.4% | +1.0% | +4.5% |
| 3Y | +133.3% | +78.8% | +54.5% | +51.5% |
| 5Y | +196.3% | +75.2% | +121.1% | +92.0% |
| 10Y | +204.9% | +311.1% | -106.2% | +1.3% |
| All | +3,040.5% | +1,233.6% | +1,807.0% | +424.2% |
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