+1,316.6%
BDL vs SPY
+3,034.0%
-1,717.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.5% | +2.6% | -6.1% | -3.9% |
| 30D | +15.6% | -2.0% | +17.6% | +15.9% |
| 3M | +17.7% | -2.8% | +20.4% | +18.1% |
| 6M | +88.3% | +2.1% | +86.2% | +87.7% |
| YTD | +94.0% | +11.5% | +82.5% | +91.0% |
| 1Y | +82.3% | +13.5% | +68.9% | +79.0% |
| 3Y | +123.3% | +77.7% | +45.6% | +105.5% |
| 5Y | +86.6% | +72.6% | +14.0% | +71.7% |
| 10Y | +180.0% | +308.2% | -128.2% | +134.8% |
| All | +1,316.6% | +3,034.0% | -1,717.4% | +525.6% |
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