-89.5%
BDSX vs SPY
+148.9%
-238.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.8% |
| 7D | +3.0% | -0.8% | +3.8% | +3.7% |
| 30D | +11.3% | -1.1% | +12.4% | +12.6% |
| 3M | +82.2% | +3.9% | +78.3% | +76.5% |
| 6M | +41.4% | +13.6% | +27.8% | +26.9% |
| YTD | +296.5% | +12.7% | +283.9% | +256.7% |
| 1Y | +226.5% | +17.5% | +208.9% | +183.5% |
| 3Y | -4.4% | +76.9% | -81.3% | -46.9% |
| 5Y | -86.0% | +83.6% | -169.6% | -92.8% |
| All | -89.5% | +148.9% | -238.4% | -95.2% |
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