+1.9%
BSCU vs SPY
+145.6%
-143.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +0.8% | -2.4% | +3.2% | +1.1% |
| 3M | -0.4% | -1.2% | +0.7% | -0.3% |
| 6M | -0.4% | +3.3% | -3.7% | -0.8% |
| YTD | 0.0% | +12.3% | -12.3% | -1.5% |
| 1Y | +0.6% | +12.4% | -11.8% | -0.9% |
| 3Y | +19.5% | +78.8% | -59.3% | +9.9% |
| 5Y | +3.1% | +75.2% | -72.1% | -6.2% |
| All | +1.9% | +145.6% | -143.7% | -10.7% |
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