+184.1%
BCML vs SPY
+821.7%
-637.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | -1.0% | +2.0% | -3.0% | -1.7% |
| 6M | +5.5% | +13.0% | -7.5% | +1.4% |
| YTD | +6.9% | +13.5% | -6.7% | +2.6% |
| 1Y | +6.4% | +20.0% | -13.6% | +0.3% |
| 3Y | +70.1% | +77.2% | -7.1% | +43.9% |
| 5Y | +97.3% | +81.9% | +15.4% | +64.6% |
| 10Y | +178.3% | +314.1% | -135.8% | +105.8% |
| All | +184.1% | +821.7% | -637.6% | +109.0% |
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