+54.9%
BJRI vs SPY
+81.0%
-26.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.5% |
| 30D | -11.5% | -1.4% | -10.1% | -10.1% |
| 3M | +33.2% | +3.7% | +29.5% | +26.7% |
| 6M | +68.3% | +13.0% | +55.3% | +44.4% |
| YTD | +54.3% | +12.4% | +41.9% | +33.2% |
| 1Y | +85.2% | +18.5% | +66.7% | +50.1% |
| 3Y | +115.2% | +77.6% | +37.5% | +4.1% |
| 5Y | +54.9% | +81.7% | -26.8% | -29.2% |
| All | +54.9% | +81.0% | -26.1% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling