-88.6%
BDMD vs SPY
+72.5%
-161.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | -6.8% | -1.1% | -5.7% | -6.7% |
| 3M | -17.9% | +3.9% | -21.8% | -18.2% |
| 6M | -57.4% | +13.6% | -71.0% | -57.7% |
| YTD | -19.1% | +12.7% | -31.8% | -19.8% |
| 1Y | -56.0% | +17.5% | -73.5% | -56.2% |
| 3Y | -89.6% | +76.9% | -166.5% | -89.5% |
| All | -88.6% | +72.5% | -161.1% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling