-68.2%
BRCB vs SPY
+16.5%
-84.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.3% |
| 7D | -6.9% | -2.0% | -4.9% | -3.4% |
| 30D | +26.6% | -1.7% | +28.3% | +30.6% |
| 3M | +35.7% | +4.7% | +30.9% | +24.3% |
| 6M | -45.4% | +12.5% | -57.9% | -58.2% |
| YTD | -60.7% | +11.7% | -72.4% | -69.3% |
| All | -68.2% | +16.5% | -84.7% | -77.3% |
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