+89.0%
BFAM vs SPY
+519.3%
-430.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.8% |
| 7D | -2.7% | -2.7% | 0.0% | -0.4% |
| 30D | -19.9% | -5.4% | -14.5% | -15.9% |
| 3M | -27.6% | -4.1% | -23.6% | -25.0% |
| 6M | -19.3% | +0.7% | -20.1% | -20.5% |
| YTD | -47.2% | +8.7% | -55.9% | -51.7% |
| 1Y | -45.3% | +10.9% | -56.2% | -50.9% |
| 3Y | -37.0% | +75.0% | -112.0% | -63.5% |
| 5Y | -64.0% | +67.8% | -131.8% | -78.3% |
| 10Y | -15.2% | +312.9% | -328.0% | -76.6% |
| All | +89.0% | +519.3% | -430.3% | -63.5% |
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 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