+855.3%
BJRI vs SPY
+1,695.0%
-839.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +0.2% | +2.6% | -2.4% | -2.1% |
| 30D | -6.3% | -2.0% | -4.4% | -4.6% |
| 3M | -16.3% | -2.8% | -13.6% | -14.1% |
| 6M | +34.9% | +2.1% | +32.8% | +31.6% |
| YTD | +41.5% | +11.5% | +30.1% | +27.4% |
| 1Y | +49.9% | +13.5% | +36.5% | +32.7% |
| 3Y | +104.6% | +77.7% | +26.9% | +19.5% |
| 5Y | +59.4% | +72.6% | -13.2% | -2.5% |
| 10Y | +46.0% | +308.2% | -262.1% | -51.8% |
| All | +855.3% | +1,695.0% | -839.7% | +7.5% |
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