-65.2%
BRCB vs SPY
+18.4%
-83.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.6% |
| 7D | +4.9% | +0.1% | +4.8% | +4.7% |
| 30D | +12.4% | +0.1% | +12.4% | +12.4% |
| 3M | +46.9% | +2.0% | +44.9% | +41.9% |
| 6M | -40.9% | +13.0% | -53.9% | -55.0% |
| YTD | -56.9% | +13.5% | -70.5% | -67.3% |
| All | -65.2% | +18.4% | -83.6% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling