+42.5%
BFST vs SPY
+212.9%
-170.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.6% |
| 7D | +1.3% | -2.7% | +4.0% | +4.0% |
| 30D | +5.8% | -5.4% | +11.2% | +11.6% |
| 3M | +2.0% | -4.1% | +6.1% | +6.0% |
| 6M | +17.6% | +0.7% | +16.9% | +15.8% |
| YTD | +25.1% | +8.7% | +16.4% | +13.5% |
| 1Y | +33.7% | +10.9% | +22.8% | +18.6% |
| 3Y | +66.5% | +75.0% | -8.5% | -8.7% |
| 5Y | +29.4% | +67.8% | -38.4% | -26.3% |
| All | +42.5% | +212.9% | -170.4% | -54.3% |
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