+77.0%
BCI vs SPY
+81.0%
-3.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +7.7% | -1.4% | +9.1% | +8.0% |
| 3M | +11.6% | +3.7% | +7.9% | +10.8% |
| 6M | +14.0% | +13.0% | +1.0% | +11.2% |
| YTD | +35.1% | +12.4% | +22.7% | +31.9% |
| 1Y | +45.5% | +18.5% | +27.0% | +40.4% |
| 3Y | +54.9% | +77.6% | -22.7% | +36.0% |
| 5Y | +77.0% | +81.7% | -4.6% | +54.0% |
| All | +77.0% | +81.0% | -3.9% | +54.0% |
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 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