+148.1%
BFAM vs SPY
+547.1%
-399.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 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% | +11.4% |
| 6M | -7.3% | +13.0% | -20.3% | -17.9% |
| YTD | -30.7% | +13.5% | -44.3% | -39.0% |
| 1Y | -39.6% | +20.0% | -59.6% | -49.6% |
| 3Y | -27.3% | +77.2% | -104.5% | -58.2% |
| 5Y | -51.5% | +81.9% | -133.4% | -72.9% |
| 10Y | +2.6% | +314.1% | -311.5% | -71.8% |
| All | +148.1% | +547.1% | -399.0% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling