-73.8%
BRAG vs SPY
+76.5%
-150.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.5% |
| 7D | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | -19.3% | -1.4% | -17.9% | -18.4% |
| 3M | -20.7% | +3.7% | -24.4% | -23.1% |
| 6M | -12.4% | +13.0% | -25.4% | -20.5% |
| YTD | -36.2% | +12.4% | -48.6% | -41.7% |
| 1Y | -48.9% | +18.5% | -67.4% | -55.6% |
| All | -73.8% | +76.5% | -150.4% | -83.7% |
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