-31.6%
BCIC vs SPY
+665.7%
-697.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +4.1% |
| 7D | +11.4% | +0.1% | +11.3% | +11.2% |
| 30D | -3.9% | -3.3% | -0.6% | -0.7% |
| 3M | -9.0% | -2.4% | -6.6% | -7.0% |
| 6M | -15.0% | +2.6% | -17.5% | -17.5% |
| YTD | -36.9% | +11.2% | -48.1% | -43.8% |
| 1Y | -38.6% | +13.4% | -52.0% | -46.4% |
| 3Y | -38.5% | +79.9% | -118.4% | -68.0% |
| 5Y | -48.5% | +72.2% | -120.6% | -73.6% |
| 10Y | -23.3% | +307.3% | -330.6% | -87.4% |
| All | -31.6% | +665.7% | -697.3% | -95.0% |
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 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