+73.4%
BPRN vs SPY
+76.5%
-3.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +1.3% | -0.4% | +1.7% | +1.5% |
| 30D | +3.2% | -1.4% | +4.6% | +3.9% |
| 3M | +22.6% | +3.7% | +18.9% | +20.1% |
| 6M | +31.7% | +13.0% | +18.7% | +23.0% |
| YTD | +29.0% | +12.4% | +16.6% | +20.9% |
| 1Y | +38.0% | +18.5% | +19.4% | +25.3% |
| All | +73.4% | +76.5% | -3.2% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling