-73.0%
BAFN vs SPY
+82.0%
-155.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 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% | +24.5% |
| 6M | +6.6% | +13.0% | -6.4% | +2.9% |
| YTD | -13.4% | +13.5% | -26.9% | -16.4% |
| 1Y | -23.6% | +20.0% | -43.6% | -27.2% |
| 3Y | -50.9% | +77.2% | -128.1% | -56.6% |
| All | -73.0% | +82.0% | -155.0% | -76.8% |
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 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