+98.1%
BCX vs SPY
+651.6%
-553.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.8% |
| 30D | -2.1% | -3.7% | +1.6% | +0.8% |
| 3M | -4.6% | -2.7% | -1.8% | -2.7% |
| 6M | 0.0% | +2.2% | -2.1% | -2.3% |
| YTD | +14.2% | +10.8% | +3.3% | +4.0% |
| 1Y | +25.0% | +11.2% | +13.8% | +13.5% |
| 3Y | +75.5% | +76.5% | -0.9% | +5.7% |
| 5Y | +77.0% | +72.9% | +4.1% | +6.5% |
| 10Y | +198.7% | +304.8% | -106.1% | -19.1% |
| All | +98.1% | +651.6% | -553.5% | -70.2% |
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