+2,216.1%
BDC vs SPY
+2,870.2%
-654.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.3% |
| 7D | +6.1% | +0.1% | +6.0% | +6.0% |
| 30D | -4.6% | +0.1% | -4.7% | -4.5% |
| 3M | +10.5% | +2.0% | +8.5% | +8.2% |
| 6M | -11.1% | +13.0% | -24.1% | -23.9% |
| YTD | +5.0% | +13.5% | -8.5% | -10.9% |
| 1Y | -5.5% | +20.0% | -25.4% | -25.5% |
| 3Y | +30.9% | +77.2% | -46.3% | -37.9% |
| 5Y | +111.6% | +81.9% | +29.7% | -3.0% |
| 10Y | +68.0% | +314.1% | -246.0% | -73.6% |
| All | +2,216.1% | +2,870.2% | -654.1% | -35.4% |
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