+34.4%
BSCS vs SPY
+201.3%
-166.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | +0.3% | -2.4% | +2.6% | +0.5% |
| 3M | +0.2% | -1.2% | +1.4% | +0.3% |
| 6M | +1.0% | +3.3% | -2.3% | +0.6% |
| YTD | +1.6% | +12.3% | -10.7% | +0.5% |
| 1Y | +2.4% | +12.4% | -10.0% | +1.2% |
| 3Y | +18.9% | +78.8% | -59.9% | +11.9% |
| 5Y | +7.9% | +75.2% | -67.3% | +1.2% |
| All | +34.4% | +201.3% | -166.9% | +20.2% |
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 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