-48.0%
BAFN vs SPY
+77.4%
-125.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +9.1% | +0.1% | +9.0% | +9.0% |
| 3M | +25.2% | +2.0% | +23.2% | +24.2% |
| 6M | +6.6% | +13.0% | -6.4% | +1.1% |
| YTD | -13.4% | +13.5% | -26.9% | -18.0% |
| 1Y | -23.6% | +20.0% | -43.6% | -29.1% |
| All | -48.0% | +77.4% | -125.4% | -60.8% |
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