+324.6%
BYD vs SPY
+312.5%
+12.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | -1.7% | -0.4% | -1.3% | -1.2% |
| 30D | -7.4% | -1.4% | -6.1% | -5.6% |
| 3M | -13.9% | +3.7% | -17.6% | -18.6% |
| 6M | -5.9% | +13.0% | -18.9% | -21.6% |
| YTD | -11.1% | +12.4% | -23.5% | -25.5% |
| 1Y | -10.8% | +18.5% | -29.4% | -31.1% |
| 3Y | +20.0% | +77.6% | -57.7% | -50.3% |
| 5Y | +28.4% | +81.7% | -53.3% | -49.3% |
| 10Y | +324.6% | +319.7% | +5.0% | -51.6% |
| All | +324.6% | +312.5% | +12.1% | -51.6% |
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