+180.9%
BCML vs SPY
+315.0%
-134.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -1.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +2.4% | -3.3% | +5.7% | +4.6% |
| 3M | +3.5% | -2.4% | +5.9% | +5.0% |
| 6M | +3.0% | +2.6% | +0.4% | +0.7% |
| YTD | +9.5% | +11.2% | -1.7% | +0.9% |
| 1Y | +19.1% | +13.4% | +5.7% | +8.1% |
| 3Y | +67.5% | +79.9% | -12.4% | +10.5% |
| 5Y | +80.6% | +72.2% | +8.4% | +21.0% |
| 10Y | +180.9% | +307.3% | -126.4% | +25.8% |
| All | +180.9% | +315.0% | -134.1% | +25.8% |
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 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