+1,316.6%
BR vs SPY
+650.7%
+665.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.1% | +2.6% | -1.5% | -1.1% |
| 30D | +14.4% | -2.0% | +16.4% | +15.8% |
| 3M | +12.4% | -2.8% | +15.2% | +14.5% |
| 6M | +35.4% | +2.1% | +33.3% | +32.1% |
| YTD | -12.2% | +11.5% | -23.7% | -20.8% |
| 1Y | -12.7% | +13.5% | -26.2% | -22.5% |
| 3Y | +14.3% | +77.7% | -63.4% | -31.5% |
| 5Y | +19.3% | +72.6% | -53.3% | -26.8% |
| 10Y | +278.1% | +308.2% | -30.0% | +11.4% |
| All | +1,316.6% | +650.7% | +665.9% | +138.3% |
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