+1,280.1%
BFC vs SPY
+1,004.1%
+276.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | -0.1% | +0.1% | -0.1% | -0.1% |
| 3M | +12.1% | +2.0% | +10.1% | +11.4% |
| 6M | +13.1% | +13.0% | +0.1% | +9.1% |
| YTD | +29.2% | +13.5% | +15.7% | +24.5% |
| 1Y | +22.6% | +20.0% | +2.7% | +16.4% |
| 3Y | +112.1% | +77.2% | +34.9% | +81.9% |
| 5Y | +149.5% | +81.9% | +67.6% | +111.5% |
| 10Y | +514.7% | +314.1% | +200.6% | +366.0% |
| All | +1,280.1% | +1,004.1% | +276.0% | +900.5% |
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