+8.1%
BFRZ vs SPY
+33.1%
-25.0%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +0.5% | +0.5% | -0.1% | +0.3% |
| 30D | -0.6% | -0.9% | +0.3% | -0.3% |
| 3M | +0.4% | +3.9% | -3.5% | -0.9% |
| 6M | +1.1% | +14.5% | -13.4% | -3.2% |
| YTD | +0.7% | +12.9% | -12.2% | -3.1% |
| 1Y | +3.5% | +19.4% | -15.9% | -1.7% |
| All | +8.1% | +33.1% | -25.0% | +2.0% |
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 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