+19.7%
BAFE vs SPY
+34.4%
-14.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -1.2% | +0.1% | -1.3% | -1.3% |
| 3M | +2.5% | +2.0% | +0.5% | +0.5% |
| 6M | +12.5% | +13.0% | -0.5% | 0.0% |
| YTD | +9.6% | +13.5% | -3.9% | -2.9% |
| 1Y | +11.7% | +20.0% | -8.3% | -6.1% |
| All | +19.7% | +34.4% | -14.8% | -8.6% |
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