-60.8%
BRCB vs SPY
+16.3%
-77.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.3% | +12.5% |
| 7D | +0.5% | +2.6% | -2.1% | -4.3% |
| 30D | +49.4% | -2.0% | +51.4% | +53.4% |
| 3M | +34.7% | -2.8% | +37.5% | +40.6% |
| 6M | +41.0% | +2.1% | +38.9% | +33.8% |
| YTD | -51.5% | +11.5% | -63.0% | -62.3% |
| 1Y | -50.7% | +13.5% | -64.2% | -62.6% |
| All | -60.8% | +16.3% | -77.1% | -72.1% |
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 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