+164.1%
BCS vs SPY
+71.5%
+92.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +1.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +1.0% | -3.3% | +4.4% | +4.9% |
| 3M | -17.0% | -2.4% | -14.6% | -14.6% |
| 6M | -1.1% | +2.6% | -3.7% | -3.5% |
| YTD | -6.8% | +11.2% | -18.0% | -16.1% |
| 1Y | +9.1% | +13.4% | -4.3% | -3.7% |
| 3Y | +282.1% | +79.9% | +202.2% | +112.3% |
| 5Y | +164.1% | +72.2% | +91.9% | +48.4% |
| All | +164.1% | +71.5% | +92.6% | +48.4% |
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