-94.5%
BRCC vs SPY
+80.0%
-174.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.1% |
| 7D | -2.2% | -0.8% | -1.4% | -1.5% |
| 30D | -0.5% | -1.1% | +0.6% | +0.4% |
| 3M | -35.2% | +3.9% | -39.0% | -37.7% |
| 6M | -8.6% | +13.6% | -22.3% | -19.6% |
| YTD | -22.9% | +12.7% | -35.6% | -31.3% |
| 1Y | -48.4% | +17.5% | -65.9% | -55.8% |
| 3Y | -81.5% | +76.9% | -158.4% | -89.3% |
| All | -94.5% | +80.0% | -174.5% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling