-54.6%
BIDG vs SPY
+14.0%
-68.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.5% | -13.5% | -12.2% |
| 7D | -5.8% | +0.5% | -6.3% | -7.4% |
| 30D | -32.0% | -0.9% | -31.0% | -29.0% |
| 3M | -44.6% | +3.9% | -48.5% | -50.8% |
| 6M | -50.0% | +14.5% | -64.5% | -65.5% |
| YTD | -61.1% | +12.9% | -74.1% | -71.6% |
| All | -54.6% | +14.0% | -68.6% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling