+2.4%
BCSM vs SPY
+11.6%
-9.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.2% |
| 7D | +4.2% | +3.3% | +0.9% | +0.6% |
| 30D | +2.0% | -2.7% | +4.7% | +5.1% |
| 3M | -3.8% | -1.7% | -2.1% | -1.9% |
| 6M | +9.1% | +3.1% | +6.0% | +5.6% |
| YTD | +2.9% | +11.9% | -9.0% | -9.7% |
| All | +2.4% | +11.6% | -9.2% | -10.6% |
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