+1,230.9%
BDX vs SPYG
+559.2%
+671.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +0.1% | -1.7% | +1.8% | +0.8% |
| 3M | +18.3% | +3.6% | +14.6% | +16.1% |
| 6M | +10.1% | +16.6% | -6.5% | +2.5% |
| YTD | +19.4% | +13.4% | +6.1% | +12.3% |
| 1Y | +22.3% | +19.6% | +2.8% | +12.2% |
| 3Y | -9.4% | +99.8% | -109.1% | -34.9% |
| 5Y | -2.0% | +85.0% | -87.0% | -28.6% |
| 10Y | +59.6% | +422.1% | -362.5% | -28.3% |
| All | +1,230.9% | +559.2% | +671.7% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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