-10.0%
BYFC vs SPY
+304.1%
-314.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.7% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | +0.7% | -3.7% | +4.4% | +3.0% |
| 3M | +2.4% | -2.7% | +5.1% | +4.1% |
| 6M | +17.6% | +2.2% | +15.4% | +15.7% |
| YTD | +55.7% | +10.8% | +44.8% | +45.3% |
| 1Y | +80.8% | +11.2% | +69.6% | +68.3% |
| 3Y | +95.6% | +76.5% | +19.1% | +31.3% |
| 5Y | -48.9% | +72.9% | -121.9% | -65.5% |
| 10Y | -10.0% | +304.8% | -314.8% | -62.0% |
| All | -10.0% | +304.1% | -314.1% | -62.0% |
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