+48.2%
BXC vs SPY
+80.9%
-32.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.6% |
| 7D | +5.6% | -0.4% | +6.0% | +6.2% |
| 30D | -12.4% | -1.4% | -11.0% | -10.3% |
| 3M | +49.0% | +3.7% | +45.3% | +40.9% |
| 6M | +36.8% | +13.0% | +23.8% | +14.0% |
| YTD | +30.3% | +12.4% | +17.9% | +9.7% |
| 1Y | +1.6% | +18.5% | -16.9% | -21.3% |
| 3Y | -5.1% | +77.6% | -82.7% | -62.5% |
| All | +48.2% | +80.9% | -32.6% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling