-75.4%
BORR vs SPY
+181.6%
-257.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.5% |
| 7D | -10.6% | -0.4% | -10.2% | -10.2% |
| 30D | +3.4% | -1.4% | +4.7% | +5.4% |
| 3M | -5.7% | +3.7% | -9.4% | -11.3% |
| 6M | -22.8% | +13.0% | -35.8% | -36.6% |
| YTD | +6.7% | +12.4% | -5.7% | -11.5% |
| 1Y | +41.4% | +18.5% | +22.9% | +9.0% |
| 3Y | -34.7% | +77.6% | -112.4% | -72.2% |
| 5Y | +222.2% | +81.7% | +140.6% | +31.2% |
| All | -75.4% | +181.6% | -257.0% | -94.3% |
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 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