+41.6%
BYLD vs SPY
+392.3%
-350.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +2.0% | -3.3% | +5.4% | +2.5% |
| 3M | -0.7% | -2.4% | +1.7% | -0.4% |
| 6M | -0.7% | +2.6% | -3.3% | -1.1% |
| YTD | +0.5% | +11.2% | -10.7% | -0.9% |
| 1Y | +1.2% | +13.4% | -12.2% | -0.5% |
| 3Y | +20.3% | +79.9% | -59.6% | +11.0% |
| 5Y | +10.1% | +72.2% | -62.1% | +1.6% |
| 10Y | +32.5% | +307.3% | -274.8% | +12.9% |
| All | +41.6% | +392.3% | -350.7% | +21.1% |
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