-51.5%
BFAM vs SPY
+82.0%
-133.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -7.0% | +0.1% | -7.0% | -7.1% |
| 3M | +14.2% | +2.0% | +12.2% | +11.8% |
| 6M | -7.3% | +13.0% | -20.3% | -17.0% |
| YTD | -30.7% | +13.5% | -44.3% | -38.3% |
| 1Y | -39.6% | +20.0% | -59.6% | -48.9% |
| 3Y | -27.3% | +77.2% | -104.5% | -58.1% |
| All | -51.5% | +82.0% | -133.5% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling