+67.0%
BRC vs SPY
+78.7%
-11.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.4% |
| 7D | -2.0% | +0.5% | -2.5% | -2.3% |
| 30D | -8.7% | -0.9% | -7.7% | -8.2% |
| 3M | +18.0% | +3.9% | +14.2% | +15.4% |
| 6M | -0.4% | +14.5% | -15.0% | -8.3% |
| YTD | +14.1% | +12.9% | +1.1% | +5.8% |
| 1Y | +11.6% | +19.4% | -7.8% | -0.1% |
| 3Y | +67.0% | +78.5% | -11.4% | +21.1% |
| All | +67.0% | +78.7% | -11.7% | +21.1% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling