-28.2%
BCIC vs SPY
+662.9%
-691.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.2% |
| 7D | +15.2% | -0.6% | +15.8% | +15.8% |
| 30D | +0.8% | -3.7% | +4.4% | +4.5% |
| 3M | -6.5% | -2.7% | -3.7% | -4.1% |
| 6M | -10.8% | +2.2% | -13.0% | -13.2% |
| YTD | -33.8% | +10.8% | -44.6% | -40.8% |
| 1Y | -36.4% | +11.2% | -47.6% | -43.4% |
| 3Y | -36.2% | +76.5% | -112.7% | -66.1% |
| 5Y | -45.8% | +72.9% | -118.7% | -72.4% |
| 10Y | -21.4% | +304.8% | -326.2% | -87.0% |
| All | -28.2% | +662.9% | -691.1% | -94.8% |
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