-57.0%
BAFN vs SPY
+114.0%
-171.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +7.7% | +2.6% | +5.1% | +7.1% |
| 30D | +17.3% | -2.0% | +19.3% | +17.9% |
| 3M | -4.6% | -2.8% | -1.9% | -4.1% |
| 6M | -9.3% | +2.1% | -11.4% | -9.9% |
| YTD | -21.5% | +11.5% | -33.0% | -23.7% |
| 1Y | -25.8% | +13.5% | -39.2% | -28.1% |
| 3Y | -32.3% | +77.7% | -110.0% | -38.9% |
| 5Y | -76.3% | +72.6% | -148.9% | -79.4% |
| All | -57.0% | +114.0% | -171.0% | -60.4% |
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