-59.8%
BTBD vs SPY
+73.8%
-133.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +3.5% | -2.0% | +5.5% | +4.3% |
| 30D | +36.2% | -1.7% | +37.8% | +37.1% |
| 3M | +55.3% | +4.7% | +50.5% | +53.1% |
| 6M | +17.2% | +12.5% | +4.7% | +12.6% |
| YTD | +27.3% | +11.7% | +15.6% | +22.6% |
| 1Y | +2.9% | +17.5% | -14.6% | -1.7% |
| 3Y | -16.3% | +76.6% | -92.9% | -20.4% |
| All | -59.8% | +73.8% | -133.5% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling