+341.9%
BYD vs SPY
+307.0%
+34.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.7% |
| 7D | +0.9% | +2.6% | -1.7% | -2.7% |
| 30D | +10.8% | -2.0% | +12.8% | +13.3% |
| 3M | -7.0% | -2.8% | -4.2% | -3.9% |
| 6M | -3.7% | +2.1% | -5.8% | -7.8% |
| YTD | -8.7% | +11.5% | -20.2% | -23.2% |
| 1Y | -3.5% | +13.5% | -17.0% | -20.9% |
| 3Y | +41.4% | +77.7% | -36.3% | -42.0% |
| 5Y | +30.4% | +72.6% | -42.2% | -44.1% |
| All | +341.9% | +307.0% | +34.9% | -50.2% |
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