-59.2%
BYFC vs SPY
+1,951.5%
-2,010.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.8% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +0.7% | -3.7% | +4.4% | +1.5% |
| 3M | +2.4% | -2.7% | +5.1% | +3.0% |
| 6M | +17.6% | +2.2% | +15.4% | +16.9% |
| YTD | +55.7% | +10.8% | +44.8% | +52.0% |
| 1Y | +80.8% | +11.2% | +69.6% | +76.4% |
| 3Y | +95.6% | +76.5% | +19.1% | +71.7% |
| 5Y | -48.9% | +72.9% | -121.9% | -55.1% |
| 10Y | -10.0% | +304.8% | -314.8% | -29.2% |
| All | -59.2% | +1,951.5% | -2,010.8% | -69.4% |
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