+756.6%
BBD vs SPY
+1,233.6%
-477.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.8% |
| 7D | +0.2% | -0.9% | +1.1% | +1.3% |
| 30D | -38.8% | -2.4% | -36.4% | -37.1% |
| 3M | -18.2% | -1.2% | -17.0% | -17.2% |
| 6M | -26.4% | +3.3% | -29.7% | -30.2% |
| YTD | -17.7% | +12.3% | -30.0% | -30.3% |
| 1Y | -26.3% | +12.4% | -38.8% | -37.8% |
| 3Y | +5.3% | +78.8% | -73.6% | -56.4% |
| 5Y | -5.0% | +75.2% | -80.2% | -62.0% |
| 10Y | -32.4% | +311.1% | -343.5% | -93.0% |
| All | +756.6% | +1,233.6% | -477.0% | -79.0% |
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 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