+1,033.2%
BBD vs SPY
+1,248.4%
-215.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +6.9% | +0.1% | +6.8% | +6.7% |
| 30D | -0.2% | +0.1% | -0.2% | -0.2% |
| 3M | +4.7% | +2.0% | +2.7% | +1.4% |
| 6M | -7.5% | +13.0% | -20.5% | -22.0% |
| YTD | +8.8% | +13.5% | -4.7% | -8.9% |
| 1Y | +18.1% | +20.0% | -1.9% | -8.6% |
| 3Y | +42.9% | +77.2% | -34.3% | -39.8% |
| 5Y | +12.0% | +81.9% | -69.9% | -57.5% |
| 10Y | -13.1% | +314.1% | -327.2% | -91.1% |
| All | +1,033.2% | +1,248.4% | -215.3% | -72.5% |
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 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