-98.9%
BDMD vs SPY
+71.9%
-170.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +7.2% |
| 7D | -4.6% | -0.9% | -3.7% | -4.7% |
| 30D | -86.1% | -2.4% | -83.8% | -86.1% |
| 3M | -91.1% | -1.2% | -90.0% | -91.1% |
| 6M | -93.8% | +3.3% | -97.1% | -93.8% |
| YTD | -92.4% | +12.3% | -104.6% | -92.4% |
| 1Y | -91.6% | +12.4% | -104.1% | -91.7% |
| 3Y | -99.0% | +78.8% | -177.8% | -99.0% |
| All | -98.9% | +71.9% | -170.8% | -98.9% |
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