+1,078.3%
BDL vs SPY
+3,091.8%
-2,013.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +6.3% | +0.1% | +6.3% | +6.3% |
| 3M | +44.8% | +2.0% | +42.8% | +44.4% |
| 6M | +40.5% | +13.0% | +27.5% | +38.1% |
| YTD | +61.4% | +13.5% | +47.8% | +58.5% |
| 1Y | +54.0% | +20.0% | +34.1% | +50.2% |
| 3Y | +62.3% | +77.2% | -14.8% | +49.5% |
| 5Y | +108.9% | +81.9% | +27.0% | +90.9% |
| 10Y | +115.5% | +314.1% | -198.6% | +80.3% |
| All | +1,078.3% | +3,091.8% | -2,013.4% | +419.2% |
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