-36.6%
BFAM vs SPY
+78.1%
-114.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.6% | +2.6% | -4.2% | -2.9% |
| 30D | -23.0% | -2.0% | -21.0% | -22.2% |
| 3M | -28.1% | -2.8% | -25.3% | -27.0% |
| 6M | -23.2% | +2.1% | -25.4% | -24.4% |
| YTD | -48.0% | +11.5% | -59.5% | -51.8% |
| 1Y | -47.4% | +13.5% | -60.9% | -51.9% |
| 3Y | -36.6% | +77.7% | -114.3% | -66.6% |
| All | -36.6% | +78.1% | -114.7% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling