+34.9%
BCSF vs SPY
+81.8%
-46.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -2.3% | +0.5% | -2.8% | -2.6% |
| 30D | -11.3% | -0.9% | -10.3% | -10.8% |
| 3M | -6.4% | +3.9% | -10.3% | -8.6% |
| 6M | -1.7% | +14.5% | -16.2% | -9.5% |
| YTD | -10.5% | +12.9% | -23.5% | -16.9% |
| 1Y | -14.5% | +19.4% | -33.9% | -23.2% |
| 3Y | +4.5% | +78.5% | -74.0% | -25.7% |
| 5Y | +34.9% | +81.8% | -46.8% | -7.7% |
| All | +34.9% | +81.8% | -46.8% | -7.7% |
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 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