-27.6%
BFAM vs SPY
+311.8%
-339.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.8% |
| 7D | -7.7% | -0.9% | -6.8% | -7.1% |
| 30D | -25.7% | -2.4% | -23.4% | -24.2% |
| 3M | -27.4% | -1.2% | -26.3% | -26.8% |
| 6M | -24.4% | +3.3% | -27.7% | -27.2% |
| YTD | -48.8% | +12.3% | -61.1% | -54.6% |
| 1Y | -48.5% | +12.4% | -61.0% | -54.5% |
| 3Y | -36.5% | +78.8% | -115.4% | -64.4% |
| 5Y | -62.4% | +75.2% | -137.6% | -78.5% |
| 10Y | -27.6% | +311.1% | -338.7% | -79.5% |
| All | -27.6% | +311.8% | -339.4% | -79.5% |
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