-31.5%
BBD vs SPY
+307.0%
-338.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | +1.2% | +2.6% | -1.4% | -1.4% |
| 30D | -36.7% | -2.0% | -34.7% | -35.7% |
| 3M | -16.6% | -2.8% | -13.8% | -14.4% |
| 6M | -23.5% | +2.1% | -25.6% | -25.3% |
| YTD | -17.7% | +11.5% | -29.2% | -26.2% |
| 1Y | -25.1% | +13.5% | -38.6% | -34.0% |
| 3Y | +8.1% | +77.7% | -69.6% | -41.7% |
| 5Y | -6.3% | +72.6% | -78.9% | -48.7% |
| All | -31.5% | +307.0% | -338.5% | -87.5% |
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