+91.9%
BCI vs SPY
+270.6%
-178.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.6% | +2.6% | -3.2% | -1.1% |
| 30D | -7.0% | -2.0% | -5.0% | -6.7% |
| 3M | +0.5% | -2.8% | +3.3% | +1.1% |
| 6M | -4.9% | +2.1% | -7.0% | -5.5% |
| YTD | +25.4% | +11.5% | +14.0% | +22.0% |
| 1Y | +26.0% | +13.5% | +12.6% | +22.1% |
| 3Y | +46.1% | +77.7% | -31.6% | +26.4% |
| 5Y | +54.5% | +72.6% | -18.1% | +33.6% |
| All | +91.9% | +270.6% | -178.8% | +46.0% |
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