-86.5%
BDSX vs SPY
+79.8%
-166.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.3% |
| 7D | -1.6% | -2.0% | +0.3% | +0.1% |
| 30D | +7.1% | -1.7% | +8.8% | +8.9% |
| 3M | +73.5% | +4.7% | +68.7% | +66.9% |
| 6M | +39.1% | +12.5% | +26.6% | +26.2% |
| YTD | +282.9% | +11.7% | +271.2% | +248.0% |
| 1Y | +149.4% | +17.5% | +131.9% | +117.0% |
| 3Y | -10.2% | +76.6% | -86.8% | -49.7% |
| 5Y | -86.5% | +82.0% | -168.6% | -93.4% |
| All | -86.5% | +79.8% | -166.3% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling