+34.2%
BSCQ vs SPY
+307.1%
-272.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | 0.0% |
| 30D | +0.3% | -2.0% | +2.3% | +0.4% |
| 3M | +1.0% | -2.8% | +3.8% | +1.1% |
| 6M | +1.9% | +2.1% | -0.2% | +1.8% |
| YTD | +3.3% | +11.5% | -8.2% | +2.6% |
| 1Y | +3.9% | +13.5% | -9.5% | +3.2% |
| 3Y | +17.1% | +77.7% | -60.6% | +13.1% |
| 5Y | +10.4% | +72.6% | -62.2% | +6.4% |
| 10Y | +38.1% | +308.2% | -270.1% | +31.0% |
| All | +34.2% | +307.1% | -272.8% | +27.4% |
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