+116.1%
BCX vs SPY
+670.0%
-553.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +9.5% | +0.1% | +9.5% | +9.4% |
| 3M | +10.5% | +2.0% | +8.5% | +8.4% |
| 6M | +5.9% | +13.0% | -7.1% | -4.7% |
| YTD | +24.5% | +13.5% | +11.0% | +11.4% |
| 1Y | +40.6% | +20.0% | +20.7% | +20.1% |
| 3Y | +71.4% | +77.2% | -5.8% | +3.1% |
| 5Y | +95.7% | +81.9% | +13.9% | +12.9% |
| 10Y | +226.5% | +314.1% | -87.6% | -12.9% |
| All | +116.1% | +670.0% | -553.9% | -68.1% |
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