+110.0%
BCI vs SPY
+271.4%
-161.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +2.9% | -2.0% | +4.9% | +3.4% |
| 30D | +9.4% | -1.7% | +11.0% | +9.8% |
| 3M | +13.4% | +4.7% | +8.7% | +12.2% |
| 6M | +14.7% | +12.5% | +2.2% | +11.5% |
| YTD | +37.3% | +11.7% | +25.6% | +33.6% |
| 1Y | +47.3% | +17.5% | +29.8% | +41.6% |
| 3Y | +57.5% | +76.6% | -19.1% | +36.5% |
| 5Y | +78.6% | +82.0% | -3.4% | +52.4% |
| All | +110.0% | +271.4% | -161.5% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling