-56.0%
BDMD vs SPY
+18.1%
-74.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.6% |
| 7D | +0.9% | -0.8% | +1.7% | +2.0% |
| 30D | -6.8% | -1.1% | -5.7% | -5.4% |
| 3M | -17.9% | +3.9% | -21.8% | -22.4% |
| 6M | -57.4% | +13.6% | -71.0% | -65.0% |
| YTD | -19.1% | +12.7% | -31.8% | -32.1% |
| 1Y | -56.0% | +17.5% | -73.5% | -60.7% |
| All | -56.0% | +18.1% | -74.1% | -60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling