-87.8%
BRAG vs SPY
+225.0%
-312.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | -19.3% | -1.4% | -17.9% | -18.5% |
| 3M | -20.7% | +3.7% | -24.4% | -22.8% |
| 6M | -12.4% | +13.0% | -25.4% | -19.9% |
| YTD | -36.2% | +12.4% | -48.6% | -41.3% |
| 1Y | -48.9% | +18.5% | -67.4% | -55.0% |
| 3Y | -73.8% | +77.6% | -151.5% | -82.8% |
| 5Y | -88.0% | +81.7% | -169.7% | -92.2% |
| All | -87.8% | +225.0% | -312.8% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling