+2.2%
BSCU vs SPY
+148.4%
-146.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | -0.1% | +2.0% | -2.1% | -0.4% |
| 6M | -0.6% | +13.0% | -13.6% | -2.1% |
| YTD | +0.2% | +13.5% | -13.3% | -1.4% |
| 1Y | +1.6% | +20.0% | -18.4% | -0.8% |
| 3Y | +18.2% | +77.2% | -59.0% | +8.9% |
| 5Y | +1.7% | +81.9% | -80.2% | -7.8% |
| All | +2.2% | +148.4% | -146.2% | -10.5% |
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