+62.0%
BJRI vs SPY
+318.9%
-256.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.3% |
| 7D | +2.2% | -2.0% | +4.2% | +5.1% |
| 30D | -11.0% | -1.7% | -9.3% | -9.0% |
| 3M | +24.2% | +4.7% | +19.4% | +15.5% |
| 6M | +64.8% | +12.5% | +52.3% | +38.3% |
| YTD | +52.6% | +11.7% | +40.8% | +29.3% |
| 1Y | +92.4% | +17.5% | +74.9% | +51.8% |
| 3Y | +112.8% | +76.6% | +36.2% | -8.9% |
| 5Y | +56.6% | +82.0% | -25.4% | -35.5% |
| All | +62.0% | +318.9% | -256.9% | -72.6% |
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