-99.2%
BFRI vs SPY
+76.9%
-176.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.4% | -0.4% | -24.0% | -24.0% |
| 7D | -15.5% | +2.6% | -18.1% | -17.5% |
| 30D | -15.7% | -2.0% | -13.7% | -13.4% |
| 3M | -44.4% | -2.8% | -41.7% | -42.5% |
| 6M | -27.1% | +2.1% | -29.2% | -27.8% |
| YTD | +22.8% | +11.5% | +11.3% | +11.7% |
| 1Y | -21.3% | +13.5% | -34.8% | -29.4% |
| 3Y | -81.7% | +77.7% | -159.4% | -89.8% |
| 5Y | -99.0% | +72.6% | -171.6% | -99.4% |
| All | -99.2% | +76.9% | -176.1% | -99.4% |
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