-57.4%
BAFN vs SPY
+112.7%
-170.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | +13.3% | -3.7% | +17.0% | +14.2% |
| 3M | -3.3% | -2.7% | -0.5% | -2.7% |
| 6M | -11.9% | +2.2% | -14.1% | -12.5% |
| YTD | -22.4% | +10.8% | -33.2% | -24.4% |
| 1Y | -26.9% | +11.2% | -38.2% | -28.9% |
| 3Y | -33.1% | +76.5% | -109.5% | -39.5% |
| 5Y | -75.1% | +72.9% | -148.1% | -78.3% |
| All | -57.4% | +112.7% | -170.1% | -60.7% |
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