-59.7%
BAFN vs SPY
+107.9%
-167.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.1% | -2.4% |
| 7D | -6.5% | -4.7% | -1.8% | -5.5% |
| 30D | -20.5% | -5.9% | -14.6% | -19.5% |
| 3M | -7.5% | -4.5% | -2.9% | -6.6% |
| 6M | -19.9% | +1.8% | -21.6% | -20.4% |
| YTD | -26.5% | +8.3% | -34.8% | -28.1% |
| 1Y | -32.8% | +9.3% | -42.1% | -34.3% |
| 3Y | -43.0% | +74.9% | -117.9% | -48.3% |
| 5Y | -76.5% | +67.3% | -143.7% | -79.4% |
| All | -59.7% | +107.9% | -167.6% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling