-64.4%
BMR vs SPY
+101.7%
-166.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.4% | +5.6% |
| 7D | +9.2% | +0.5% | +8.7% | +8.3% |
| 30D | 0.0% | -0.9% | +0.9% | +1.3% |
| 3M | -26.1% | +3.9% | -30.0% | -29.9% |
| 6M | -24.9% | +14.5% | -39.4% | -37.3% |
| YTD | -17.2% | +12.9% | -30.1% | -29.1% |
| 1Y | -51.9% | +19.4% | -71.2% | -61.1% |
| 3Y | -15.0% | +78.5% | -93.5% | -46.9% |
| All | -64.4% | +101.7% | -166.0% | -80.3% |
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