-65.9%
BRCB vs SPY
+18.9%
-84.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -3.4% |
| 7D | +3.6% | +0.3% | +3.4% | +3.1% |
| 30D | +16.8% | +0.2% | +16.5% | +16.3% |
| 3M | +34.1% | +2.8% | +31.3% | +27.5% |
| 6M | -36.5% | +14.3% | -50.7% | -52.7% |
| YTD | -57.8% | +14.0% | -71.7% | -68.2% |
| All | -65.9% | +18.9% | -84.7% | -76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling