+212.0%
BCS vs SPY
+304.1%
-92.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +3.1% | -0.6% | +3.7% | +3.9% |
| 30D | +0.7% | -3.7% | +4.3% | +5.2% |
| 3M | -17.4% | -2.7% | -14.7% | -14.6% |
| 6M | -1.5% | +2.2% | -3.7% | -3.6% |
| YTD | -7.1% | +10.8% | -17.9% | -16.6% |
| 1Y | +6.4% | +11.2% | -4.8% | -4.8% |
| 3Y | +277.8% | +76.5% | +201.3% | +100.9% |
| 5Y | +162.8% | +72.9% | +89.9% | +42.5% |
| 10Y | +212.0% | +304.8% | -92.8% | -43.2% |
| All | +212.0% | +304.1% | -92.1% | -43.2% |
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