+756.6%
BBD vs SPY
+1,224.0%
-467.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | +1.2% | +2.6% | -1.4% | -2.4% |
| 30D | -36.7% | -2.0% | -34.7% | -35.3% |
| 3M | -16.6% | -2.8% | -13.8% | -13.6% |
| 6M | -23.5% | +2.1% | -25.6% | -26.3% |
| YTD | -17.7% | +11.5% | -29.2% | -29.6% |
| 1Y | -25.1% | +13.5% | -38.6% | -37.6% |
| 3Y | +8.1% | +77.7% | -69.6% | -54.9% |
| 5Y | -6.3% | +72.6% | -78.9% | -61.6% |
| 10Y | -32.4% | +308.2% | -340.5% | -93.0% |
| All | +756.6% | +1,224.0% | -467.4% | -78.7% |
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