+21.4%
BAFE vs SPY
+32.9%
-11.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | -0.5% |
| 7D | -0.9% | -0.9% | 0.0% | -0.1% |
| 30D | +0.1% | -2.4% | +2.5% | +2.3% |
| 3M | +0.2% | -1.2% | +1.3% | +1.2% |
| 6M | +7.9% | +3.3% | +4.6% | +4.5% |
| YTD | +11.2% | +12.3% | -1.1% | -0.5% |
| 1Y | +13.6% | +12.4% | +1.1% | +1.5% |
| All | +21.4% | +32.9% | -11.5% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling