-21.7%
BFAM vs SPY
+315.0%
-336.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -4.9% |
| 7D | -4.3% | +0.1% | -4.4% | -4.5% |
| 30D | -25.2% | -3.3% | -21.8% | -22.9% |
| 3M | -29.2% | -2.4% | -26.8% | -27.8% |
| 6M | -26.4% | +2.6% | -28.9% | -28.7% |
| YTD | -48.7% | +11.2% | -60.0% | -54.2% |
| 1Y | -47.2% | +13.4% | -60.6% | -53.7% |
| 3Y | -37.0% | +79.9% | -116.9% | -64.9% |
| 5Y | -63.8% | +72.2% | -135.9% | -79.0% |
| 10Y | -21.7% | +307.3% | -329.0% | -77.2% |
| All | -21.7% | +315.0% | -336.7% | -77.2% |
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