+34.8%
BSCS vs SPY
+190.7%
-155.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.5% |
| 7D | +0.2% | -4.7% | +5.0% | +0.7% |
| 30D | +0.7% | -5.9% | +6.6% | +1.2% |
| 3M | +0.5% | -4.5% | +5.1% | +0.9% |
| 6M | +1.3% | +1.8% | -0.4% | +1.1% |
| YTD | +1.9% | +8.3% | -6.4% | +1.1% |
| 1Y | +3.0% | +9.3% | -6.3% | +2.1% |
| 3Y | +18.8% | +74.9% | -56.0% | +12.0% |
| 5Y | +7.1% | +67.3% | -60.2% | +0.9% |
| All | +34.8% | +190.7% | -155.9% | +20.9% |
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