-0.9%
BORR vs SPY
+11.9%
-12.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | -8.1% | -0.6% | -7.5% | -7.5% |
| 30D | -33.5% | -3.7% | -29.8% | -31.1% |
| 3M | -23.6% | -2.7% | -20.8% | -21.5% |
| 6M | -45.6% | +2.2% | -47.8% | -46.9% |
| YTD | -21.1% | +10.8% | -31.9% | -28.6% |
| 1Y | -0.9% | +11.2% | -12.2% | -10.5% |
| All | -0.9% | +11.9% | -12.9% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling