+90.5%
BDC vs SPY
+312.5%
-222.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.9% |
| 7D | +1.7% | -0.4% | +2.1% | +2.2% |
| 30D | -12.9% | -1.4% | -11.5% | -11.1% |
| 3M | +7.0% | +3.7% | +3.3% | +2.5% |
| 6M | -4.1% | +13.0% | -17.1% | -17.7% |
| YTD | +1.1% | +12.4% | -11.3% | -12.6% |
| 1Y | -7.8% | +18.5% | -26.4% | -25.7% |
| 3Y | +22.7% | +77.6% | -54.9% | -40.3% |
| 5Y | +105.5% | +81.7% | +23.8% | -2.3% |
| 10Y | +90.5% | +319.7% | -229.2% | -73.9% |
| All | +90.5% | +312.5% | -222.1% | -73.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling