+822.1%
BXC vs SPY
+322.5%
+499.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -1.3% |
| 7D | -2.5% | -0.8% | -1.7% | -1.4% |
| 30D | -10.6% | -1.1% | -9.5% | -9.1% |
| 3M | +43.6% | +3.9% | +39.7% | +35.9% |
| 6M | +45.6% | +13.6% | +32.0% | +21.8% |
| YTD | +29.8% | +12.7% | +17.2% | +10.1% |
| 1Y | -3.4% | +17.5% | -20.9% | -22.9% |
| 3Y | -6.1% | +76.9% | -83.0% | -59.2% |
| 5Y | +47.6% | +83.6% | -35.9% | -36.1% |
| All | +822.1% | +322.5% | +499.6% | +45.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling