+17.8%
BSCT vs SPY
+177.5%
-159.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.6% | +2.6% | -3.2% | -0.9% |
| 30D | +0.3% | -2.0% | +2.3% | +0.5% |
| 3M | -0.7% | -2.8% | +2.1% | -0.4% |
| 6M | +0.1% | +2.1% | -2.0% | -0.1% |
| YTD | +0.6% | +11.5% | -10.9% | -0.7% |
| 1Y | +1.6% | +13.5% | -11.9% | +0.1% |
| 3Y | +19.1% | +77.7% | -58.6% | +10.9% |
| 5Y | +5.9% | +72.6% | -66.7% | -1.6% |
| All | +17.8% | +177.5% | -159.7% | +2.9% |
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