+720.0%
BMRC vs SPY
+747.6%
-27.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | -4.0% | +0.1% | -4.1% | -4.1% |
| 3M | +8.5% | +2.0% | +6.5% | +7.2% |
| 6M | +12.1% | +13.0% | -0.9% | +5.1% |
| YTD | +9.6% | +13.5% | -4.0% | +2.5% |
| 1Y | +15.7% | +20.0% | -4.2% | +5.3% |
| 3Y | +65.0% | +77.2% | -12.2% | +24.2% |
| 5Y | -4.4% | +81.9% | -86.2% | -29.3% |
| 10Y | +51.7% | +314.1% | -262.3% | -18.5% |
| All | +720.0% | +747.6% | -27.6% | +222.9% |
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