+144.4%
BCPC vs SPY
+304.1%
-159.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.7% |
| 30D | +3.4% | -3.7% | +7.1% | +6.3% |
| 3M | -2.1% | -2.7% | +0.7% | -0.2% |
| 6M | +7.8% | +2.2% | +5.6% | +5.3% |
| YTD | +13.2% | +10.8% | +2.3% | +3.0% |
| 1Y | +12.5% | +11.2% | +1.2% | +2.0% |
| 3Y | +49.2% | +76.5% | -27.3% | -9.4% |
| 5Y | +9.2% | +72.9% | -63.7% | -32.9% |
| 10Y | +144.4% | +304.8% | -160.4% | -24.6% |
| All | +144.4% | +304.1% | -159.7% | -24.6% |
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