-44.1%
BRBR vs SPY
+182.1%
-226.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.3% |
| 7D | -12.0% | -0.8% | -11.3% | -11.5% |
| 30D | -15.8% | -1.1% | -14.7% | -15.1% |
| 3M | +2.6% | +3.9% | -1.3% | -0.6% |
| 6M | -48.1% | +13.6% | -61.7% | -53.3% |
| YTD | -65.8% | +12.7% | -78.5% | -69.1% |
| 1Y | -75.5% | +17.5% | -93.0% | -78.6% |
| 3Y | -77.7% | +76.9% | -154.6% | -85.7% |
| 5Y | -72.5% | +83.6% | -156.0% | -83.0% |
| All | -44.1% | +182.1% | -226.2% | -75.4% |
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