-7.9%
BBD vs SPY
+318.9%
-326.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +5.0% |
| 7D | +3.5% | -2.0% | +5.5% | +5.5% |
| 30D | +11.7% | -1.7% | +13.3% | +13.5% |
| 3M | +11.0% | +4.7% | +6.3% | +5.7% |
| 6M | -3.6% | +12.5% | -16.1% | -14.3% |
| YTD | +12.3% | +11.7% | +0.6% | +0.6% |
| 1Y | +19.9% | +17.5% | +2.4% | +2.2% |
| 3Y | +55.1% | +76.6% | -21.5% | -15.7% |
| 5Y | +23.3% | +82.0% | -58.7% | -37.0% |
| All | -7.9% | +318.9% | -326.8% | -84.0% |
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