+203.9%
BRC vs SPY
+312.5%
-108.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.9% |
| 7D | -3.0% | -0.4% | -2.7% | -2.7% |
| 30D | -9.2% | -1.4% | -7.9% | -8.2% |
| 3M | +14.7% | +3.7% | +11.0% | +11.0% |
| 6M | +0.6% | +13.0% | -12.4% | -9.8% |
| YTD | +12.5% | +12.4% | +0.1% | +1.2% |
| 1Y | +12.7% | +18.5% | -5.8% | -3.5% |
| 3Y | +64.8% | +77.6% | -12.9% | -3.5% |
| 5Y | +87.2% | +81.7% | +5.5% | +5.6% |
| 10Y | +203.9% | +319.7% | -115.7% | -32.0% |
| All | +203.9% | +312.5% | -108.6% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling