+895.0%
BFS vs SPY
+2,788.4%
-1,893.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +2.6% |
| 7D | -1.9% | -4.7% | +2.8% | +1.9% |
| 30D | -1.7% | -5.9% | +4.2% | +3.1% |
| 3M | -12.6% | -4.5% | -8.0% | -9.5% |
| 6M | -12.9% | +1.8% | -14.7% | -14.8% |
| YTD | -1.8% | +8.3% | -10.1% | -9.0% |
| 1Y | +4.0% | +9.3% | -5.3% | -4.5% |
| 3Y | -4.1% | +74.9% | -79.0% | -41.3% |
| 5Y | -22.9% | +67.3% | -90.2% | -51.1% |
| 10Y | -16.3% | +311.6% | -327.9% | -72.9% |
| All | +895.0% | +2,788.4% | -1,893.5% | +32.6% |
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