-39.6%
BFAM vs SPY
+20.8%
-60.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.3% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -7.0% | +0.1% | -7.0% | -6.9% |
| 3M | +14.2% | +2.0% | +12.2% | +15.4% |
| 6M | -7.3% | +13.0% | -20.3% | -8.3% |
| YTD | -30.7% | +13.5% | -44.3% | -31.4% |
| 1Y | -39.6% | +20.0% | -59.6% | -41.6% |
| All | -39.6% | +20.8% | -60.5% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling