-89.5%
BIRD vs SPY
+77.0%
-166.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -1.8% |
| 7D | -3.2% | -0.8% | -2.4% | -1.3% |
| 30D | +9.0% | -1.1% | +10.1% | +12.5% |
| 3M | -28.1% | +3.9% | -32.0% | -35.1% |
| 6M | -13.3% | +13.6% | -27.0% | -36.7% |
| YTD | -31.9% | +12.7% | -44.6% | -49.2% |
| 1Y | -54.3% | +17.5% | -71.8% | -68.8% |
| 3Y | -89.5% | +76.9% | -166.4% | -97.5% |
| All | -89.5% | +77.0% | -166.5% | -97.5% |
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