+31.9%
BYLD vs SPY
+312.5%
-280.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | -0.1% | -1.4% | +1.2% | +0.1% |
| 3M | -0.2% | +3.7% | -3.9% | -0.8% |
| 6M | -0.2% | +13.0% | -13.2% | -2.0% |
| YTD | +0.8% | +12.4% | -11.6% | -1.0% |
| 1Y | +2.1% | +18.5% | -16.4% | -0.5% |
| 3Y | +19.8% | +77.6% | -57.9% | +9.5% |
| 5Y | +9.8% | +81.7% | -71.9% | -0.5% |
| 10Y | +31.9% | +319.7% | -287.8% | +8.4% |
| All | +31.9% | +312.5% | -280.7% | +8.4% |
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