-99.1%
BDMD vs SPY
+70.7%
-169.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -0.4% | -14.6% | -14.9% |
| 7D | +3.4% | +2.6% | +0.8% | +3.4% |
| 30D | -83.5% | -2.0% | -81.5% | -83.5% |
| 3M | -92.0% | -2.8% | -89.2% | -92.0% |
| 6M | -94.6% | +2.1% | -96.8% | -94.7% |
| YTD | -93.3% | +11.5% | -104.8% | -93.4% |
| 1Y | -92.9% | +13.5% | -106.4% | -92.9% |
| 3Y | -99.1% | +77.7% | -176.8% | -99.1% |
| All | -99.1% | +70.7% | -169.7% | -99.0% |
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