+56.0%
BCSF vs SPY
+222.2%
-166.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -6.8% | +0.1% | -6.8% | -6.8% |
| 3M | -7.7% | +2.0% | -9.6% | -9.2% |
| 6M | -0.8% | +13.0% | -13.8% | -10.3% |
| YTD | -9.1% | +13.5% | -22.6% | -18.1% |
| 1Y | -13.1% | +20.0% | -33.0% | -25.2% |
| 3Y | +6.5% | +77.2% | -70.7% | -34.4% |
| 5Y | +37.4% | +81.9% | -44.5% | -18.8% |
| All | +56.0% | +222.2% | -166.2% | -48.5% |
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