-93.9%
BRAG vs SPY
+224.7%
-318.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -4.4% |
| 7D | -28.2% | -0.9% | -27.3% | -27.7% |
| 30D | -41.8% | -2.4% | -39.5% | -40.7% |
| 3M | -59.2% | -1.2% | -58.1% | -58.8% |
| 6M | -69.6% | +3.3% | -72.9% | -70.2% |
| YTD | -68.1% | +12.3% | -80.4% | -70.6% |
| 1Y | -68.1% | +12.4% | -80.6% | -70.8% |
| 3Y | -86.0% | +78.8% | -164.8% | -90.8% |
| 5Y | -91.6% | +75.2% | -166.8% | -94.4% |
| All | -93.9% | +224.7% | -318.6% | -96.9% |
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