-74.1%
BORR vs SPY
+184.4%
-258.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.9% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | +16.7% | +0.1% | +16.7% | +16.4% |
| 3M | -10.1% | +2.0% | -12.1% | -13.2% |
| 6M | -22.5% | +13.0% | -35.5% | -36.3% |
| YTD | +12.7% | +13.5% | -0.9% | -8.0% |
| 1Y | +50.8% | +20.0% | +30.9% | +14.1% |
| 3Y | -31.7% | +77.2% | -108.9% | -70.8% |
| 5Y | +205.8% | +81.9% | +123.9% | +24.7% |
| All | -74.1% | +184.4% | -258.5% | -94.1% |
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