+34.8%
BSCS vs SPY
+198.5%
-163.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.6% | -3.3% | +3.9% | +0.9% |
| 3M | +0.5% | -2.4% | +2.9% | +0.7% |
| 6M | +1.2% | +2.6% | -1.4% | +0.9% |
| YTD | +1.9% | +11.2% | -9.3% | +0.9% |
| 1Y | +2.8% | +13.4% | -10.6% | +1.5% |
| 3Y | +19.4% | +79.9% | -60.5% | +12.3% |
| 5Y | +7.2% | +72.2% | -65.0% | +0.7% |
| All | +34.8% | +198.5% | -163.7% | +20.6% |
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