+345.3%
BBDC vs SPY
+640.4%
-295.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -0.6% | +2.6% | -3.2% | -2.1% |
| 30D | +1.5% | -2.0% | +3.5% | +2.7% |
| 3M | -6.3% | -2.8% | -3.5% | -4.8% |
| 6M | +5.8% | +2.1% | +3.6% | +4.3% |
| YTD | +2.3% | +11.5% | -9.2% | -4.3% |
| 1Y | +8.2% | +13.5% | -5.3% | +0.1% |
| 3Y | +39.4% | +77.7% | -38.3% | -1.8% |
| 5Y | +31.3% | +72.6% | -41.3% | -7.0% |
| 10Y | +37.2% | +308.2% | -271.0% | -43.3% |
| All | +345.3% | +640.4% | -295.1% | +30.3% |
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