+84.4%
BCO vs SPY
+72.1%
+12.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +6.0% | +2.6% | +3.4% | +3.7% |
| 30D | +14.8% | -2.0% | +16.8% | +16.6% |
| 3M | +2.3% | -2.8% | +5.0% | +4.5% |
| 6M | +12.5% | +2.1% | +10.4% | +9.8% |
| YTD | +1.0% | +11.5% | -10.5% | -8.7% |
| 1Y | +3.6% | +13.5% | -9.9% | -7.8% |
| 3Y | +63.5% | +77.7% | -14.2% | -1.4% |
| All | +84.4% | +72.1% | +12.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling