+299.3%
BCS vs SPY
+79.7%
+219.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -4.1% | +0.1% | -4.1% | -4.1% |
| 3M | +9.2% | +2.0% | +7.2% | +6.7% |
| 6M | +17.0% | +13.0% | +4.0% | +2.0% |
| YTD | +8.6% | +13.5% | -5.0% | -5.6% |
| 1Y | +37.4% | +20.0% | +17.4% | +12.7% |
| All | +299.3% | +79.7% | +219.6% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling