+212.2%
BDRY vs SPY
+75.5%
+136.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -1.4% | -2.0% | +0.6% | -1.2% |
| 30D | +15.4% | -1.7% | +17.1% | +15.6% |
| 3M | +27.4% | +4.7% | +22.6% | +26.9% |
| 6M | +55.6% | +12.5% | +43.1% | +54.2% |
| YTD | +81.5% | +11.7% | +69.8% | +79.9% |
| 1Y | +93.7% | +17.5% | +76.2% | +91.0% |
| All | +212.2% | +75.5% | +136.7% | +189.4% |
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