-36.1%
BDRY vs SPY
+224.4%
-260.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +3.2% | +0.5% | +2.6% | +3.1% |
| 30D | +18.5% | -0.9% | +19.4% | +18.7% |
| 3M | +31.8% | +3.9% | +27.9% | +30.5% |
| 6M | +55.8% | +14.5% | +41.3% | +50.7% |
| YTD | +85.9% | +12.9% | +72.9% | +80.2% |
| 1Y | +100.0% | +19.4% | +80.6% | +91.1% |
| 3Y | +207.5% | +78.5% | +129.1% | +160.9% |
| 5Y | -41.1% | +81.8% | -122.8% | -50.5% |
| All | -36.1% | +224.4% | -260.5% | -58.1% |
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