+52.6%
BCSF vs SPY
+208.4%
-155.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +3.4% | -2.7% | +6.1% | +5.6% |
| 30D | +4.4% | -5.4% | +9.8% | +9.0% |
| 3M | -10.6% | -4.1% | -6.5% | -7.8% |
| 6M | -14.3% | +0.7% | -15.0% | -15.1% |
| YTD | -11.0% | +8.7% | -19.7% | -17.1% |
| 1Y | -6.1% | +10.9% | -16.9% | -14.0% |
| 3Y | +2.6% | +75.0% | -72.4% | -36.3% |
| 5Y | +24.8% | +67.8% | -42.9% | -20.8% |
| All | +52.6% | +208.4% | -155.7% | -47.9% |
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