+53.5%
BCSF vs SPY
+220.4%
-166.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -2.3% | +0.5% | -2.8% | -2.7% |
| 30D | -11.3% | -0.9% | -10.3% | -10.6% |
| 3M | -6.4% | +3.9% | -10.3% | -9.4% |
| 6M | -1.7% | +14.5% | -16.2% | -12.1% |
| YTD | -10.5% | +12.9% | -23.5% | -19.1% |
| 1Y | -14.5% | +19.4% | -33.9% | -26.2% |
| 3Y | +4.5% | +78.5% | -74.0% | -36.1% |
| 5Y | +34.9% | +81.8% | -46.8% | -20.3% |
| All | +53.5% | +220.4% | -166.9% | -49.1% |
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