-83.6%
BFRG vs SPY
+75.5%
-159.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | 0.0% |
| 7D | -0.8% | -2.0% | +1.2% | +3.5% |
| 30D | -16.9% | -1.7% | -15.3% | -13.7% |
| 3M | -28.3% | +4.7% | -33.1% | -34.9% |
| 6M | -23.5% | +12.5% | -36.0% | -39.8% |
| YTD | -45.0% | +11.7% | -56.7% | -55.8% |
| 1Y | -61.4% | +17.5% | -78.9% | -71.3% |
| All | -83.6% | +75.5% | -159.1% | -92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling