-81.8%
BORR vs SPY
+177.6%
-259.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.7% |
| 7D | -8.1% | -0.6% | -7.5% | -7.5% |
| 30D | -33.5% | -3.7% | -29.8% | -29.9% |
| 3M | -23.6% | -2.7% | -20.8% | -20.7% |
| 6M | -45.6% | +2.2% | -47.8% | -47.9% |
| YTD | -21.1% | +10.8% | -31.9% | -33.4% |
| 1Y | -0.9% | +11.2% | -12.2% | -16.6% |
| 3Y | -42.9% | +76.5% | -119.4% | -75.5% |
| 5Y | +33.0% | +72.9% | -39.9% | -41.4% |
| All | -81.8% | +177.6% | -259.5% | -95.7% |
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