+64.1%
BDC vs SPY
+71.5%
-7.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +6.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.3% |
| 30D | -2.1% | -3.3% | +1.3% | +2.7% |
| 3M | -19.5% | -2.4% | -17.1% | -16.4% |
| 6M | -4.7% | +2.6% | -7.3% | -6.7% |
| YTD | -8.2% | +11.2% | -19.4% | -18.8% |
| 1Y | -10.6% | +13.4% | -24.0% | -22.8% |
| 3Y | +67.9% | +79.9% | -12.0% | -15.3% |
| 5Y | +64.1% | +72.2% | -8.1% | -11.1% |
| All | +64.1% | +71.5% | -7.4% | -11.1% |
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