-92.7%
BFRG vs SPY
+95.6%
-188.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -3.9% |
| 7D | -5.4% | -0.8% | -4.6% | -3.9% |
| 30D | -17.9% | -1.1% | -16.9% | -15.9% |
| 3M | -24.2% | +3.9% | -28.1% | -29.7% |
| 6M | -23.7% | +13.6% | -37.3% | -41.1% |
| YTD | -46.1% | +12.7% | -58.8% | -57.4% |
| 1Y | -63.4% | +17.5% | -80.9% | -72.8% |
| 3Y | -83.9% | +76.9% | -160.8% | -93.2% |
| All | -92.7% | +95.6% | -188.2% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling