+116.8%
BDC vs SPY
+81.8%
+35.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.1% |
| 6M | 0.0% | +14.5% | -14.5% | -15.1% |
| YTD | +4.8% | +12.9% | -8.1% | -9.5% |
| 1Y | -6.2% | +19.4% | -25.5% | -24.4% |
| 3Y | +27.2% | +78.5% | -51.3% | -35.3% |
| 5Y | +116.8% | +81.8% | +35.1% | +11.2% |
| All | +116.8% | +81.8% | +35.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling