+40.2%
BGR vs SPY
+18.1%
+22.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.3% |
| 7D | +2.5% | -0.8% | +3.3% | +2.4% |
| 30D | +6.0% | -1.1% | +7.1% | +5.8% |
| 3M | +13.3% | +3.9% | +9.5% | +13.8% |
| 6M | +12.9% | +13.6% | -0.7% | +14.6% |
| YTD | +36.7% | +12.7% | +24.1% | +38.6% |
| 1Y | +40.2% | +17.5% | +22.7% | +43.0% |
| All | +40.2% | +18.1% | +22.1% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling