-88.7%
BDMD vs SPY
+73.8%
-162.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.5% | -6.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +1.9% | +0.1% | +1.8% | +1.9% |
| 3M | -19.9% | +2.0% | -21.8% | -20.0% |
| 6M | -68.3% | +13.0% | -81.3% | -68.6% |
| YTD | -19.9% | +13.5% | -33.4% | -20.6% |
| 1Y | -53.6% | +20.0% | -73.6% | -53.8% |
| 3Y | -89.7% | +77.2% | -166.9% | -89.6% |
| All | -88.7% | +73.8% | -162.5% | -88.5% |
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