+49.9%
BJRI vs SPY
+12.1%
+37.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +0.2% | +2.6% | -2.4% | -1.8% |
| 30D | -6.3% | -2.0% | -4.4% | -4.9% |
| 3M | -16.3% | -2.8% | -13.6% | -14.5% |
| 6M | +34.9% | +2.1% | +32.8% | +31.0% |
| YTD | +41.5% | +11.5% | +30.1% | +24.6% |
| 1Y | +49.9% | +13.5% | +36.5% | +29.1% |
| All | +49.9% | +12.1% | +37.9% | +29.1% |
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