+308.7%
BYD vs SPY
+2,760.7%
-2,452.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | +2.0% | -0.6% | +2.6% | +2.5% |
| 30D | +13.6% | -3.7% | +17.3% | +18.6% |
| 3M | -3.6% | -2.7% | -0.9% | -0.7% |
| 6M | -8.1% | +2.2% | -10.3% | -11.7% |
| YTD | -7.5% | +10.8% | -18.3% | -20.0% |
| 1Y | -4.3% | +11.2% | -15.5% | -17.8% |
| 3Y | +40.9% | +76.5% | -35.6% | -34.2% |
| 5Y | +30.2% | +72.9% | -42.7% | -37.5% |
| 10Y | +361.7% | +304.8% | +56.8% | -13.8% |
| All | +308.7% | +2,760.7% | -2,452.0% | -75.1% |
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 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