+170.6%
BCML vs SPY
+311.3%
-140.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.9% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | -1.4% | -0.9% | -0.4% | -0.8% |
| 3M | -4.5% | +3.9% | -8.4% | -7.2% |
| 6M | +5.8% | +14.5% | -8.8% | -4.1% |
| YTD | +4.4% | +12.9% | -8.5% | -4.5% |
| 1Y | +4.1% | +19.4% | -15.3% | -8.6% |
| 3Y | +72.6% | +78.5% | -5.8% | +15.0% |
| 5Y | +88.2% | +81.8% | +6.5% | +21.5% |
| 10Y | +170.6% | +311.5% | -140.9% | +18.2% |
| All | +170.6% | +311.3% | -140.7% | +18.2% |
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