+19.0%
BBD vs SPY
+18.1%
+0.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.4% |
| 7D | +3.7% | -0.8% | +4.5% | +4.7% |
| 30D | +12.6% | -1.1% | +13.7% | +14.0% |
| 3M | +7.1% | +3.9% | +3.2% | +1.7% |
| 6M | -2.3% | +13.6% | -15.9% | -18.8% |
| YTD | +12.9% | +12.7% | +0.2% | -5.2% |
| 1Y | +19.0% | +17.5% | +1.5% | -3.0% |
| All | +19.0% | +18.1% | +0.9% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling