+37.5%
BRBS vs SPY
+564.0%
-526.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | +3.3% | -0.8% | +4.0% | +3.6% |
| 30D | +8.2% | -1.1% | +9.3% | +8.6% |
| 3M | +23.2% | +3.9% | +19.3% | +21.4% |
| 6M | +20.6% | +13.6% | +7.0% | +15.0% |
| YTD | +11.8% | +12.7% | -0.8% | +6.9% |
| 1Y | +23.7% | +17.5% | +6.2% | +16.5% |
| 3Y | -33.2% | +76.9% | -110.1% | -44.6% |
| 5Y | -68.9% | +83.6% | -152.5% | -74.7% |
| 10Y | -30.1% | +320.7% | -350.8% | -49.4% |
| All | +37.5% | +564.0% | -526.6% | +3.7% |
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 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