+19.2%
BSCS vs SPY
+79.0%
-59.8%
-2.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | 0.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.6% | -3.3% | +3.9% | +0.7% |
| 3M | +0.5% | -2.4% | +2.9% | +0.6% |
| 6M | +1.2% | +2.6% | -1.4% | +1.1% |
| YTD | +1.9% | +11.2% | -9.3% | +1.4% |
| 1Y | +2.8% | +13.4% | -10.6% | +2.2% |
| All | +19.2% | +79.0% | -59.8% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling