-55.7%
BIDG vs SPY
+13.7%
-69.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | -1.1% |
| 7D | -16.1% | -0.8% | -15.3% | -13.6% |
| 30D | -27.1% | -1.1% | -26.1% | -23.6% |
| 3M | -43.2% | +3.9% | -47.1% | -49.4% |
| 6M | -55.8% | +13.6% | -69.4% | -68.7% |
| YTD | -62.1% | +12.7% | -74.7% | -72.0% |
| All | -55.7% | +13.7% | -69.4% | -67.6% |
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