+67.0%
BPRN vs SPY
+264.5%
-197.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +1.3% | -0.4% | +1.7% | +1.6% |
| 30D | +3.2% | -1.4% | +4.6% | +4.2% |
| 3M | +22.6% | +3.7% | +18.9% | +19.1% |
| 6M | +31.7% | +13.0% | +18.7% | +19.8% |
| YTD | +29.0% | +12.4% | +16.6% | +17.8% |
| 1Y | +38.0% | +18.5% | +19.4% | +20.8% |
| 3Y | +71.7% | +77.6% | -6.0% | +8.9% |
| 5Y | +72.7% | +81.7% | -9.0% | +4.5% |
| All | +67.0% | +264.5% | -197.5% | -36.9% |
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 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