-18.0%
BXC vs SPY
+849.0%
-867.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.1% |
| 7D | +8.6% | +0.5% | +8.0% | +7.8% |
| 30D | -9.7% | -0.9% | -8.7% | -8.6% |
| 3M | +57.4% | +3.9% | +53.5% | +51.0% |
| 6M | +35.4% | +14.5% | +20.9% | +16.8% |
| YTD | +32.1% | +12.9% | +19.2% | +16.1% |
| 1Y | -5.2% | +19.4% | -24.6% | -21.8% |
| 3Y | -3.8% | +78.5% | -82.3% | -49.5% |
| 5Y | +48.8% | +81.8% | -33.0% | -19.3% |
| 10Y | +819.3% | +311.5% | +507.7% | +134.8% |
| All | -18.0% | +849.0% | -867.0% | -90.1% |
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 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