+97.4%
BDC vs SPY
+314.4%
-217.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.5% |
| 7D | +8.9% | +0.5% | +8.4% | +8.2% |
| 30D | -8.1% | -0.9% | -7.2% | -6.9% |
| 3M | +12.9% | +3.9% | +9.0% | +7.9% |
| 6M | 0.0% | +14.5% | -14.5% | -15.6% |
| YTD | +4.8% | +12.9% | -8.1% | -10.0% |
| 1Y | -6.2% | +19.4% | -25.5% | -25.1% |
| 3Y | +27.2% | +78.5% | -51.3% | -38.5% |
| 5Y | +116.8% | +81.8% | +35.1% | +3.0% |
| All | +97.4% | +314.4% | -217.1% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling