+32.4%
BSCR vs SPY
+250.2%
-217.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | +0.2% | -1.1% | +1.2% | +0.3% |
| 3M | +0.8% | +3.9% | -3.1% | +0.5% |
| 6M | +1.7% | +13.6% | -12.0% | +0.6% |
| YTD | +2.2% | +12.7% | -10.5% | +1.2% |
| 1Y | +3.5% | +17.5% | -14.0% | +2.2% |
| 3Y | +17.7% | +76.9% | -59.2% | +12.0% |
| 5Y | +7.1% | +83.6% | -76.5% | +1.1% |
| All | +32.4% | +250.2% | -217.7% | +19.5% |
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