+50.3%
BCSF vs SPY
+215.7%
-165.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -3.4% |
| 7D | +0.5% | +0.1% | +0.4% | +0.2% |
| 30D | +3.3% | -3.3% | +6.6% | +5.9% |
| 3M | -13.1% | -2.4% | -10.7% | -11.6% |
| 6M | -13.8% | +2.6% | -16.4% | -15.9% |
| YTD | -12.4% | +11.2% | -23.6% | -20.0% |
| 1Y | -8.4% | +13.4% | -21.8% | -17.7% |
| 3Y | +4.4% | +79.9% | -75.5% | -36.7% |
| 5Y | +24.0% | +72.2% | -48.2% | -23.0% |
| All | +50.3% | +215.7% | -165.3% | -49.7% |
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