+54.6%
BMRC vs SPY
+322.5%
-267.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.5% |
| 7D | +0.2% | -0.8% | +1.0% | +0.9% |
| 30D | -2.6% | -1.1% | -1.5% | -1.7% |
| 3M | +7.3% | +3.9% | +3.5% | +3.4% |
| 6M | +17.7% | +13.6% | +4.1% | +4.2% |
| YTD | +9.8% | +12.7% | -2.9% | -2.0% |
| 1Y | +15.2% | +17.5% | -2.3% | -1.1% |
| 3Y | +67.7% | +76.9% | -9.2% | -1.2% |
| 5Y | -3.6% | +83.6% | -87.2% | -46.2% |
| All | +54.6% | +322.5% | -267.9% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling