-77.3%
BFRI vs SPY
+78.0%
-155.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.9% | +5.1% |
| 7D | +2.1% | +0.1% | +2.0% | +2.4% |
| 30D | -8.5% | -3.3% | -5.1% | -5.3% |
| 3M | -30.1% | -2.4% | -27.7% | -28.3% |
| 6M | -22.8% | +2.6% | -25.3% | -23.6% |
| YTD | +55.8% | +11.2% | +44.5% | +45.4% |
| 1Y | -17.8% | +13.4% | -31.2% | -24.0% |
| 3Y | -77.3% | +79.9% | -157.2% | -78.2% |
| All | -77.3% | +78.0% | -155.3% | -78.2% |
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