+31.8%
BYD vs SPY
+81.8%
-50.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | +0.2% | +0.5% | -0.4% | -0.4% |
| 30D | -8.3% | -0.9% | -7.3% | -7.4% |
| 3M | -11.4% | +3.9% | -15.3% | -15.0% |
| 6M | -4.1% | +14.5% | -18.6% | -17.1% |
| YTD | -9.8% | +12.9% | -22.7% | -20.9% |
| 1Y | -10.6% | +19.4% | -29.9% | -26.3% |
| 3Y | +21.7% | +78.5% | -56.7% | -35.7% |
| 5Y | +31.8% | +81.8% | -50.0% | -31.1% |
| All | +31.8% | +81.8% | -50.0% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling