-26.0%
BFLY vs SPY
+159.2%
-185.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +1.1% |
| 7D | -0.4% | -0.8% | +0.4% | +1.3% |
| 30D | -22.4% | -1.1% | -21.4% | -20.9% |
| 3M | +29.0% | +3.9% | +25.2% | +20.1% |
| 6M | +91.9% | +13.6% | +78.3% | +49.6% |
| YTD | +92.9% | +12.7% | +80.2% | +53.6% |
| 1Y | +372.9% | +17.5% | +355.4% | +256.6% |
| 3Y | +302.7% | +76.9% | +225.8% | +48.6% |
| 5Y | -42.5% | +83.6% | -126.1% | -78.7% |
| All | -26.0% | +159.2% | -185.2% | -76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling