-98.3%
BFRI vs SPY
+78.4%
-176.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +1.3% | -0.4% | +1.7% | +1.7% |
| 30D | +27.3% | -1.4% | +28.6% | +28.8% |
| 3M | +75.0% | +3.7% | +71.3% | +68.6% |
| 6M | +86.9% | +13.0% | +73.9% | +66.2% |
| YTD | +170.2% | +12.4% | +157.8% | +142.0% |
| 1Y | +79.5% | +18.5% | +61.0% | +53.6% |
| 3Y | -81.9% | +77.6% | -159.5% | -90.0% |
| All | -98.3% | +78.4% | -176.6% | -98.8% |
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