+211.0%
BCO vs SPY
+307.0%
-96.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +6.0% | +2.6% | +3.4% | +3.1% |
| 30D | +14.8% | -2.0% | +16.8% | +17.0% |
| 3M | +2.3% | -2.8% | +5.0% | +5.0% |
| 6M | +12.5% | +2.1% | +10.4% | +9.1% |
| YTD | +1.0% | +11.5% | -10.5% | -10.8% |
| 1Y | +3.6% | +13.5% | -9.9% | -10.3% |
| 3Y | +63.5% | +77.7% | -14.2% | -14.3% |
| 5Y | +87.3% | +72.6% | +14.6% | +0.6% |
| All | +211.0% | +307.0% | -96.1% | -44.3% |
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