+40.9%
BFST vs SPY
+226.9%
-186.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +12.6% | +2.0% | +10.6% | +9.9% |
| 6M | +16.7% | +13.0% | +3.7% | +2.1% |
| YTD | +23.7% | +13.5% | +10.1% | +7.7% |
| 1Y | +27.0% | +20.0% | +7.0% | +4.2% |
| 3Y | +64.0% | +77.2% | -13.2% | -10.8% |
| 5Y | +51.0% | +81.9% | -30.9% | -21.1% |
| All | +40.9% | +226.9% | -186.0% | -56.7% |
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