+19.0%
BR vs SPY
+72.1%
-53.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.1% | +2.6% | -1.5% | -0.8% |
| 30D | +14.4% | -2.0% | +16.4% | +15.6% |
| 3M | +12.4% | -2.8% | +15.2% | +14.3% |
| 6M | +35.4% | +2.1% | +33.3% | +32.5% |
| YTD | -12.2% | +11.5% | -23.7% | -19.9% |
| 1Y | -12.7% | +13.5% | -26.2% | -21.6% |
| 3Y | +14.3% | +77.7% | -63.4% | -31.7% |
| All | +19.0% | +72.1% | -53.1% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling