-59.3%
BYFC vs SPY
+82.0%
-141.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | +14.1% | +0.1% | +14.1% | +14.1% |
| 3M | +26.9% | +2.0% | +24.9% | +25.7% |
| 6M | +54.4% | +13.0% | +41.4% | +45.5% |
| YTD | +63.8% | +13.5% | +50.2% | +53.9% |
| 1Y | +51.3% | +20.0% | +31.3% | +38.1% |
| 3Y | +70.2% | +77.2% | -7.0% | +23.2% |
| All | -59.3% | +82.0% | -141.3% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling