+1,138.7%
BCS vs SPY
+3,027.0%
-1,888.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +0.8% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +1.0% | -3.3% | +4.4% | +5.6% |
| 3M | -17.0% | -2.4% | -14.6% | -14.2% |
| 6M | -1.1% | +2.6% | -3.7% | -4.0% |
| YTD | -6.8% | +11.2% | -18.0% | -17.8% |
| 1Y | +9.1% | +13.4% | -4.3% | -6.1% |
| 3Y | +282.1% | +79.9% | +202.2% | +81.7% |
| 5Y | +164.1% | +72.2% | +91.9% | +31.2% |
| 10Y | +229.9% | +307.3% | -77.4% | -46.3% |
| All | +1,138.7% | +3,027.0% | -1,888.3% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling