-2.4%
BFAM vs SPY
+311.3%
-313.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -4.7% |
| 7D | -8.8% | +0.5% | -9.4% | -9.3% |
| 30D | -9.2% | -0.9% | -8.3% | -8.5% |
| 3M | +12.6% | +3.9% | +8.7% | +8.1% |
| 6M | -13.9% | +14.5% | -28.4% | -24.7% |
| YTD | -34.3% | +12.9% | -47.2% | -41.9% |
| 1Y | -42.8% | +19.4% | -62.2% | -52.1% |
| 3Y | -29.1% | +78.5% | -107.5% | -60.0% |
| 5Y | -53.8% | +81.8% | -135.6% | -74.5% |
| 10Y | -2.4% | +311.5% | -313.9% | -73.4% |
| All | -2.4% | +311.3% | -313.7% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling