+19.8%
BFOR vs SPY
+20.8%
-1.1%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | +5.4% | +2.0% | +3.5% | +3.6% |
| 6M | +10.7% | +13.0% | -2.3% | -1.9% |
| YTD | +17.1% | +13.5% | +3.5% | +3.1% |
| 1Y | +19.8% | +20.0% | -0.2% | -1.1% |
| All | +19.8% | +20.8% | -1.1% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling