+294.6%
BGR vs SPY
+844.3%
-549.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +9.4% | +0.1% | +9.4% | +9.3% |
| 3M | +9.2% | +2.0% | +7.2% | +6.4% |
| 6M | +13.9% | +13.0% | +0.9% | -0.6% |
| YTD | +33.4% | +13.5% | +19.9% | +15.6% |
| 1Y | +36.7% | +20.0% | +16.7% | +11.8% |
| 3Y | +65.0% | +77.2% | -12.2% | -11.9% |
| 5Y | +168.9% | +81.9% | +87.1% | +35.3% |
| 10Y | +141.4% | +314.1% | -172.6% | -51.9% |
| All | +294.6% | +844.3% | -549.7% | -69.0% |
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 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