-98.2%
BFRI vs SPY
+80.2%
-178.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +7.0% |
| 7D | +1.3% | +0.1% | +1.1% | +1.1% |
| 30D | +29.8% | +0.1% | +29.8% | +29.5% |
| 3M | +61.8% | +2.0% | +59.8% | +58.7% |
| 6M | +79.7% | +13.0% | +66.7% | +59.6% |
| YTD | +182.5% | +13.5% | +168.9% | +150.4% |
| 1Y | +91.9% | +20.0% | +71.9% | +62.3% |
| 3Y | -81.1% | +77.2% | -158.3% | -89.5% |
| All | -98.2% | +80.2% | -178.4% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling