+302.6%
BGR vs SPY
+827.2%
-524.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +3.5% | +2.6% | +0.9% | +0.9% |
| 30D | -4.3% | -2.0% | -2.4% | -2.8% |
| 3M | +5.1% | -2.8% | +7.8% | +7.3% |
| 6M | +10.3% | +2.1% | +8.2% | +6.6% |
| YTD | +36.1% | +11.5% | +24.6% | +19.5% |
| 1Y | +35.4% | +13.5% | +21.9% | +16.6% |
| 3Y | +71.1% | +77.7% | -6.6% | -9.4% |
| 5Y | +139.9% | +72.6% | +67.3% | +27.0% |
| 10Y | +153.9% | +308.2% | -154.3% | -49.0% |
| All | +302.6% | +827.2% | -524.7% | -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