-76.4%
BAFN vs SPY
+71.5%
-147.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.3% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +11.5% | -3.3% | +14.8% | +12.5% |
| 3M | -5.4% | -2.4% | -2.9% | -4.8% |
| 6M | -13.3% | +2.6% | -15.9% | -14.0% |
| YTD | -23.6% | +11.2% | -34.8% | -26.0% |
| 1Y | -27.8% | +13.4% | -41.2% | -30.4% |
| 3Y | -37.7% | +79.9% | -117.6% | -45.3% |
| 5Y | -76.4% | +72.2% | -148.6% | -80.2% |
| All | -76.4% | +71.5% | -147.8% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling