+19.9%
BSCX vs SPY
+81.8%
-61.9%
-5.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -0.7% | -0.9% | +0.3% | -0.6% |
| 3M | -0.6% | +3.9% | -4.5% | -1.0% |
| 6M | -1.5% | +14.5% | -16.0% | -2.9% |
| YTD | -0.8% | +12.9% | -13.7% | -2.1% |
| 1Y | +0.3% | +19.4% | -19.1% | -1.6% |
| All | +19.9% | +81.8% | -61.9% | +6.7% |
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