-89.4%
BDMD vs SPY
+76.5%
-165.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -8.2% | -1.4% | -6.8% | -8.0% |
| 3M | -12.5% | +3.7% | -16.2% | -13.0% |
| 6M | -61.0% | +13.0% | -74.0% | -61.6% |
| YTD | -17.6% | +12.4% | -30.0% | -18.9% |
| 1Y | -54.1% | +18.5% | -72.6% | -54.3% |
| All | -89.4% | +76.5% | -165.9% | -89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling