-25.5%
BCIC vs SPY
+681.6%
-707.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | +1.2% | +0.1% | +1.1% | +1.0% |
| 3M | +2.4% | +2.0% | +0.5% | +0.1% |
| 6M | -29.1% | +13.0% | -42.1% | -37.7% |
| YTD | -31.3% | +13.5% | -44.8% | -39.9% |
| 1Y | -30.4% | +20.0% | -50.4% | -42.7% |
| 3Y | -41.8% | +77.2% | -119.0% | -69.2% |
| 5Y | -40.9% | +81.9% | -122.8% | -71.6% |
| 10Y | -25.3% | +314.1% | -339.4% | -87.9% |
| All | -25.5% | +681.6% | -707.1% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling