-9.7%
BYFC vs SPY
+312.5%
-322.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | +5.3% | -1.4% | +6.7% | +6.3% |
| 3M | +20.3% | +3.7% | +16.6% | +17.5% |
| 6M | +52.1% | +13.0% | +39.1% | +40.7% |
| YTD | +60.1% | +12.4% | +47.7% | +48.5% |
| 1Y | +57.8% | +18.5% | +39.3% | +41.1% |
| 3Y | +64.6% | +77.6% | -13.0% | +10.3% |
| 5Y | -60.0% | +81.7% | -141.6% | -73.8% |
| 10Y | -9.7% | +319.7% | -329.3% | -59.7% |
| All | -9.7% | +312.5% | -322.2% | -59.7% |
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 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