+142.4%
BGR vs SPY
+322.5%
-180.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.5% |
| 7D | +2.5% | -0.8% | +3.3% | +3.1% |
| 30D | +6.0% | -1.1% | +7.1% | +6.8% |
| 3M | +13.3% | +3.9% | +9.5% | +9.6% |
| 6M | +12.9% | +13.6% | -0.7% | +1.1% |
| YTD | +36.7% | +12.7% | +24.1% | +23.0% |
| 1Y | +40.2% | +17.5% | +22.7% | +21.7% |
| 3Y | +69.5% | +76.9% | -7.4% | +2.4% |
| 5Y | +176.9% | +83.6% | +93.3% | +58.7% |
| All | +142.4% | +322.5% | -180.1% | -36.5% |
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