+941.1%
BJRI vs SPY
+1,714.1%
-773.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +2.2% |
| 30D | -12.8% | -1.1% | -11.7% | -12.0% |
| 3M | +17.3% | +3.9% | +13.4% | +12.7% |
| 6M | +72.1% | +13.6% | +58.5% | +52.1% |
| YTD | +54.3% | +12.7% | +41.6% | +37.4% |
| 1Y | +87.8% | +17.5% | +70.3% | +61.0% |
| 3Y | +120.3% | +76.9% | +43.4% | +29.2% |
| 5Y | +58.4% | +83.6% | -25.2% | -8.4% |
| 10Y | +63.6% | +320.7% | -257.1% | -47.4% |
| All | +941.1% | +1,714.1% | -773.0% | +16.0% |
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