-36.7%
BBDO vs SPY
+609.5%
-646.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.4% |
| 7D | +2.0% | -0.4% | +2.4% | +2.4% |
| 30D | -1.2% | -1.4% | +0.2% | 0.0% |
| 3M | +10.5% | +3.7% | +6.8% | +6.8% |
| 6M | -0.7% | +13.0% | -13.7% | -10.9% |
| YTD | +14.3% | +12.4% | +1.9% | +3.2% |
| 1Y | +18.9% | +18.5% | +0.4% | +2.2% |
| 3Y | +52.5% | +77.6% | -25.1% | -11.5% |
| 5Y | +24.6% | +81.7% | -57.1% | -31.2% |
| 10Y | -28.2% | +319.7% | -347.8% | -83.0% |
| All | -36.7% | +609.5% | -646.1% | -89.8% |
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