-42.8%
BFAM vs SPY
+19.4%
-62.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -5.3% |
| 7D | -8.8% | +0.5% | -9.4% | -8.7% |
| 30D | -9.2% | -0.9% | -8.3% | -9.4% |
| 3M | +12.6% | +3.9% | +8.7% | +13.5% |
| 6M | -13.9% | +14.5% | -28.4% | -15.3% |
| YTD | -34.3% | +12.9% | -47.2% | -35.1% |
| 1Y | -42.8% | +19.4% | -62.2% | -44.7% |
| All | -42.8% | +19.4% | -62.2% | -44.7% |
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 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