+345.8%
BBDC vs SPY
+643.1%
-297.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.7% |
| 7D | -1.6% | +3.3% | -4.9% | -3.5% |
| 30D | +1.1% | -2.7% | +3.7% | +2.6% |
| 3M | -4.1% | -1.7% | -2.4% | -3.2% |
| 6M | +5.0% | +3.1% | +2.0% | +3.0% |
| YTD | +2.4% | +11.9% | -9.5% | -4.4% |
| 1Y | +8.2% | +12.0% | -3.8% | +0.9% |
| 3Y | +36.5% | +78.2% | -41.7% | -4.1% |
| 5Y | +31.5% | +73.2% | -41.8% | -7.1% |
| 10Y | +37.3% | +309.6% | -272.3% | -43.3% |
| All | +345.8% | +643.1% | -297.3% | +30.2% |
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