+71.4%
BPRN vs SPY
+264.2%
-192.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.5% |
| 7D | +0.4% | -0.9% | +1.3% | +0.9% |
| 30D | +3.2% | -2.4% | +5.5% | +4.8% |
| 3M | +5.2% | -1.2% | +6.3% | +5.7% |
| 6M | +28.2% | +3.3% | +24.9% | +24.5% |
| YTD | +32.4% | +12.3% | +20.1% | +20.6% |
| 1Y | +37.3% | +12.4% | +24.8% | +24.9% |
| 3Y | +57.4% | +78.8% | -21.4% | -0.9% |
| 5Y | +75.7% | +75.2% | +0.5% | +10.3% |
| All | +71.4% | +264.2% | -192.8% | -35.4% |
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 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