+305.1%
BFOR vs SPY
+460.2%
-155.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | +0.1% |
| 7D | -4.8% | -4.7% | -0.1% | 0.0% |
| 30D | -4.0% | -5.9% | +2.0% | +2.2% |
| 3M | -6.9% | -4.5% | -2.3% | -2.4% |
| 6M | +0.7% | +1.8% | -1.0% | -1.3% |
| YTD | +9.8% | +8.3% | +1.4% | +0.8% |
| 1Y | +13.5% | +9.3% | +4.1% | +3.2% |
| 3Y | +64.5% | +74.9% | -10.3% | -8.4% |
| 5Y | +46.3% | +67.3% | -21.0% | -14.6% |
| 10Y | +222.4% | +311.6% | -89.2% | -26.7% |
| All | +305.1% | +460.2% | -155.1% | -34.3% |
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