-24.0%
BFLY vs SPY
+159.8%
-183.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.3% |
| 7D | -8.1% | +0.5% | -8.6% | -9.4% |
| 30D | -14.8% | -0.9% | -13.9% | -13.4% |
| 3M | +57.3% | +3.9% | +53.4% | +45.9% |
| 6M | +106.0% | +14.5% | +91.5% | +57.8% |
| YTD | +97.9% | +12.9% | +85.0% | +56.8% |
| 1Y | +373.0% | +19.4% | +353.6% | +245.2% |
| 3Y | +302.1% | +78.5% | +223.7% | +45.6% |
| 5Y | -39.9% | +81.8% | -121.7% | -77.6% |
| All | -24.0% | +159.8% | -183.9% | -76.4% |
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