+50.7%
BCHP vs SPY
+76.7%
-26.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -2.0% | -0.4% | -1.6% | -1.6% |
| 30D | -4.7% | -1.4% | -3.3% | -3.3% |
| 3M | +1.5% | +3.7% | -2.3% | -2.2% |
| 6M | +7.9% | +13.0% | -5.1% | -4.4% |
| YTD | -0.2% | +12.4% | -12.6% | -11.0% |
| 1Y | -1.6% | +18.5% | -20.1% | -16.7% |
| 3Y | +47.3% | +77.6% | -30.3% | -18.5% |
| All | +50.7% | +76.7% | -26.0% | -15.6% |
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