+306.2%
BYD vs SPY
+2,830.8%
-2,524.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -7.5% | +0.1% | -7.5% | -7.5% |
| 3M | -11.5% | +2.0% | -13.5% | -14.2% |
| 6M | -4.6% | +13.0% | -17.6% | -19.1% |
| YTD | -8.0% | +13.5% | -21.6% | -22.5% |
| 1Y | -9.0% | +20.0% | -28.9% | -28.8% |
| 3Y | +18.9% | +77.2% | -58.3% | -44.3% |
| 5Y | +34.7% | +81.9% | -47.2% | -39.2% |
| 10Y | +325.3% | +314.1% | +11.2% | -22.3% |
| All | +306.2% | +2,830.8% | -2,524.5% | -75.8% |
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