-10.8%
BMR vs SPY
+75.5%
-86.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.1% |
| 7D | +10.9% | -2.0% | +12.9% | +14.1% |
| 30D | +0.8% | -1.7% | +2.4% | +3.1% |
| 3M | -19.5% | +4.7% | -24.2% | -24.7% |
| 6M | -22.4% | +12.5% | -34.9% | -33.8% |
| YTD | -15.9% | +11.7% | -27.6% | -27.2% |
| 1Y | -54.0% | +17.5% | -71.5% | -62.2% |
| All | -10.8% | +75.5% | -86.3% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling