-67.8%
BRCB vs SPY
+17.2%
-85.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.1% |
| 7D | -7.0% | -0.4% | -6.7% | -6.4% |
| 30D | +21.5% | -1.4% | +22.9% | +24.7% |
| 3M | +41.7% | +3.7% | +38.0% | +32.2% |
| 6M | -43.7% | +13.0% | -56.7% | -57.2% |
| YTD | -60.1% | +12.4% | -72.5% | -69.2% |
| All | -67.8% | +17.2% | -85.0% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling