+822.0%
BXC vs SPY
+318.9%
+503.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.5% |
| 7D | +3.2% | -2.0% | +5.2% | +6.3% |
| 30D | -11.3% | -1.7% | -9.6% | -8.9% |
| 3M | +52.7% | +4.7% | +48.0% | +42.8% |
| 6M | +40.6% | +12.5% | +28.1% | +19.4% |
| YTD | +29.8% | +11.7% | +18.1% | +11.6% |
| 1Y | +0.3% | +17.5% | -17.2% | -20.0% |
| 3Y | -5.5% | +76.6% | -82.1% | -58.8% |
| 5Y | +47.6% | +82.0% | -34.4% | -35.3% |
| All | +822.0% | +318.9% | +503.1% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling