-57.6%
BYFC vs SPY
+1,959.1%
-2,016.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.8% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +4.8% | -3.3% | +8.1% | +5.6% |
| 3M | +7.7% | -2.4% | +10.1% | +8.3% |
| 6M | +22.3% | +2.6% | +19.8% | +21.6% |
| YTD | +62.0% | +11.2% | +50.8% | +58.1% |
| 1Y | +85.0% | +13.4% | +71.6% | +79.7% |
| 3Y | +104.3% | +79.9% | +24.4% | +78.5% |
| 5Y | -46.7% | +72.2% | -118.8% | -53.1% |
| 10Y | -6.3% | +307.3% | -313.7% | -26.4% |
| All | -57.6% | +1,959.1% | -2,016.7% | -68.1% |
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