+130.9%
BDL vs SPY
+79.4%
+51.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -9.7% | -0.9% | -8.8% | -9.4% |
| 30D | +21.2% | -2.4% | +23.6% | +21.9% |
| 3M | +40.5% | -1.2% | +41.6% | +40.9% |
| 6M | +95.1% | +3.3% | +91.8% | +93.6% |
| YTD | +100.7% | +12.3% | +88.4% | +95.7% |
| 1Y | +88.6% | +12.4% | +76.1% | +83.9% |
| All | +130.9% | +79.4% | +51.6% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling