+45.6%
BFOR vs SPY
+67.4%
-21.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -3.6% | -2.7% | -0.9% | -0.9% |
| 30D | -2.8% | -5.4% | +2.6% | +2.7% |
| 3M | -6.6% | -4.1% | -2.5% | -2.7% |
| 6M | -0.1% | +0.7% | -0.8% | -1.0% |
| YTD | +9.8% | +8.7% | +1.1% | +0.7% |
| 1Y | +14.8% | +10.9% | +3.9% | +3.1% |
| 3Y | +65.9% | +75.0% | -9.1% | -6.8% |
| All | +45.6% | +67.4% | -21.8% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling