+92.4%
BCI vs SPY
+272.0%
-179.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -0.5% | +3.3% | -3.8% | -1.2% |
| 30D | -7.4% | -2.7% | -4.7% | -6.9% |
| 3M | -0.4% | -1.7% | +1.3% | -0.1% |
| 6M | -5.2% | +3.1% | -8.3% | -6.0% |
| YTD | +25.8% | +11.9% | +13.9% | +22.3% |
| 1Y | +26.1% | +12.0% | +14.1% | +22.5% |
| 3Y | +49.1% | +78.2% | -29.1% | +28.9% |
| 5Y | +55.0% | +73.2% | -18.3% | +33.9% |
| All | +92.4% | +272.0% | -179.6% | +46.3% |
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