-93.0%
BRAG vs SPY
+214.2%
-307.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -6.0% |
| 7D | -19.2% | -2.7% | -16.5% | -17.2% |
| 30D | -32.3% | -5.4% | -26.9% | -29.2% |
| 3M | -52.9% | -4.1% | -48.8% | -51.2% |
| 6M | -63.4% | +0.7% | -64.1% | -63.4% |
| YTD | -63.4% | +8.7% | -72.1% | -65.4% |
| 1Y | -63.1% | +10.9% | -74.0% | -65.7% |
| 3Y | -83.0% | +75.0% | -158.0% | -88.7% |
| 5Y | -91.4% | +67.8% | -159.1% | -94.1% |
| All | -93.0% | +214.2% | -307.2% | -96.3% |
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