+110.5%
BDL vs SPY
+81.0%
+29.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +2.0% | -0.4% | +2.3% | +2.0% |
| 30D | +12.2% | -1.4% | +13.6% | +12.5% |
| 3M | +27.4% | +3.7% | +23.6% | +26.6% |
| 6M | +41.7% | +13.0% | +28.7% | +38.7% |
| YTD | +58.0% | +12.4% | +45.6% | +54.7% |
| 1Y | +68.0% | +18.5% | +49.5% | +63.4% |
| 3Y | +59.0% | +77.6% | -18.6% | +45.1% |
| 5Y | +110.5% | +81.7% | +28.8% | +94.1% |
| All | +110.5% | +81.0% | +29.5% | +94.1% |
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