-29.4%
BCIC vs SPY
+312.5%
-341.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -6.0% | -0.4% | -5.6% | -5.8% |
| 30D | -6.1% | -1.4% | -4.7% | -5.4% |
| 3M | -2.0% | +3.7% | -5.7% | -4.1% |
| 6M | -14.6% | +13.0% | -27.6% | -20.6% |
| YTD | -33.5% | +12.4% | -45.9% | -38.0% |
| 1Y | -33.1% | +18.5% | -51.7% | -39.6% |
| 3Y | -43.4% | +77.6% | -121.0% | -60.3% |
| 5Y | -42.4% | +81.7% | -124.0% | -61.1% |
| 10Y | -29.4% | +319.7% | -349.0% | -75.3% |
| All | -29.4% | +312.5% | -341.9% | -75.3% |
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