-77.5%
BAFN vs SPY
+67.4%
-144.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -1.4% | -2.7% | +1.3% | -0.7% |
| 30D | -20.8% | -5.4% | -15.4% | -19.7% |
| 3M | -15.9% | -4.1% | -11.8% | -15.1% |
| 6M | -20.3% | +0.7% | -21.0% | -20.7% |
| YTD | -27.1% | +8.7% | -35.8% | -29.0% |
| 1Y | -31.7% | +10.9% | -42.5% | -33.8% |
| 3Y | -43.3% | +75.0% | -118.3% | -49.9% |
| All | -77.5% | +67.4% | -144.8% | -81.0% |
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