+2,847.0%
BRC vs SPY
+3,091.8%
-244.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -8.1% | +0.1% | -8.1% | -8.1% |
| 3M | +1.5% | +2.0% | -0.5% | -0.5% |
| 6M | -1.0% | +13.0% | -14.0% | -11.4% |
| YTD | +16.1% | +13.5% | +2.6% | +3.2% |
| 1Y | +10.3% | +20.0% | -9.6% | -6.7% |
| 3Y | +85.1% | +77.2% | +7.9% | +8.9% |
| 5Y | +88.4% | +81.9% | +6.6% | +6.5% |
| 10Y | +220.1% | +314.1% | -93.9% | -12.9% |
| All | +2,847.0% | +3,091.8% | -244.8% | +255.5% |
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