+19.5%
BCTK vs SPY
+11.4%
+8.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.7% |
| 7D | -0.5% | -2.0% | +1.5% | +3.6% |
| 30D | -3.0% | -1.7% | -1.4% | +0.3% |
| 3M | +1.8% | +4.7% | -3.0% | -6.5% |
| 6M | +18.1% | +12.5% | +5.6% | -3.4% |
| YTD | +17.4% | +11.7% | +5.7% | -2.5% |
| All | +19.5% | +11.4% | +8.1% | -1.6% |
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 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