-57.1%
BYFC vs SPY
+2,001.8%
-2,058.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 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% | +26.3% |
| 6M | +54.4% | +13.0% | +41.4% | +50.2% |
| YTD | +63.8% | +13.5% | +50.2% | +59.1% |
| 1Y | +51.3% | +20.0% | +31.3% | +45.1% |
| 3Y | +70.2% | +77.2% | -7.0% | +49.2% |
| 5Y | -60.1% | +81.9% | -142.0% | -65.3% |
| 10Y | -11.4% | +314.1% | -325.5% | -30.7% |
| All | -57.1% | +2,001.8% | -2,058.9% | -67.9% |
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