-5.7%
BR vs SPY
+76.5%
-82.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -5.0% | -0.4% | -4.7% | -4.8% |
| 30D | -2.5% | -1.4% | -1.1% | -1.7% |
| 3M | +13.5% | +3.7% | +9.8% | +11.2% |
| 6M | -9.4% | +13.0% | -22.4% | -15.6% |
| YTD | -23.3% | +12.4% | -35.7% | -28.4% |
| 1Y | -31.6% | +18.5% | -50.1% | -38.4% |
| All | -5.7% | +76.5% | -82.3% | -40.0% |
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