+66.9%
BPRN vs SPY
+268.2%
-201.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +3.3% | +0.1% | +3.3% | +3.3% |
| 3M | +26.8% | +2.0% | +24.8% | +24.6% |
| 6M | +29.6% | +13.0% | +16.6% | +17.9% |
| YTD | +29.0% | +13.5% | +15.4% | +16.9% |
| 1Y | +37.1% | +20.0% | +17.1% | +19.0% |
| 3Y | +66.0% | +77.2% | -11.2% | +5.6% |
| 5Y | +73.0% | +81.9% | -8.8% | +4.9% |
| All | +66.9% | +268.2% | -201.3% | -37.4% |
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