-58.3%
BRCB vs SPY
+11.8%
-70.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.6% |
| 7D | -8.8% | +3.3% | -12.1% | -14.1% |
| 30D | +30.6% | -2.7% | +33.3% | +36.3% |
| 3M | +17.1% | -1.7% | +18.9% | +20.1% |
| 6M | -12.1% | +3.1% | -15.2% | -19.0% |
| YTD | -56.7% | +11.9% | -68.6% | -67.3% |
| 1Y | -58.3% | +12.0% | -70.3% | -68.5% |
| All | -58.3% | +11.8% | -70.1% | -68.5% |
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