-51.7%
BFRG vs SPY
+14.6%
-66.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -3.9% |
| 7D | +8.0% | -0.7% | +8.7% | +10.1% |
| 30D | -11.4% | -1.0% | -10.4% | -8.7% |
| 3M | -14.9% | -0.3% | -14.5% | -14.4% |
| 6M | -23.9% | +7.3% | -31.2% | -39.5% |
| YTD | -40.4% | +13.3% | -53.8% | -64.8% |
| 1Y | -51.7% | +14.8% | -66.5% | -72.6% |
| All | -51.7% | +14.6% | -66.4% | -72.6% |
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