+294.6%
BCS vs SPY
+312.5%
-17.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.8% |
| 7D | +0.9% | -0.4% | +1.3% | +1.4% |
| 30D | -5.5% | -1.4% | -4.1% | -4.0% |
| 3M | +9.9% | +3.7% | +6.2% | +5.5% |
| 6M | +21.8% | +13.0% | +8.8% | +6.5% |
| YTD | +6.3% | +12.4% | -6.1% | -6.2% |
| 1Y | +33.2% | +18.5% | +14.7% | +10.6% |
| 3Y | +291.0% | +77.6% | +213.4% | +105.5% |
| 5Y | +209.3% | +81.7% | +127.7% | +57.6% |
| 10Y | +294.6% | +319.7% | -25.0% | -31.7% |
| All | +294.6% | +312.5% | -17.9% | -31.7% |
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