-65.0%
BRCB vs SPY
+16.7%
-81.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.6% |
| 7D | -8.8% | +3.3% | -12.1% | -14.0% |
| 30D | +30.6% | -2.7% | +33.3% | +36.1% |
| 3M | +17.1% | -1.7% | +18.9% | +20.0% |
| 6M | -12.1% | +3.1% | -15.2% | -18.5% |
| YTD | -56.7% | +11.9% | -68.6% | -66.5% |
| 1Y | -58.3% | +12.0% | -70.3% | -67.6% |
| All | -65.0% | +16.7% | -81.7% | -75.2% |
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