-37.2%
BDRY vs SPY
+223.7%
-260.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -3.3% | -0.8% | -2.6% | -3.1% |
| 30D | +17.1% | -1.1% | +18.2% | +17.4% |
| 3M | +27.9% | +3.9% | +24.0% | +26.7% |
| 6M | +49.6% | +13.6% | +36.0% | +44.9% |
| YTD | +82.6% | +12.7% | +69.9% | +77.1% |
| 1Y | +97.3% | +17.5% | +79.8% | +89.2% |
| 3Y | +213.9% | +76.9% | +137.0% | +167.0% |
| 5Y | -46.8% | +83.6% | -130.4% | -55.5% |
| All | -37.2% | +223.7% | -260.9% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling