+75.1%
BRIF vs SPY
+30.0%
+45.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | 0.0% |
| 7D | +1.0% | +0.5% | +0.4% | +0.5% |
| 30D | -1.6% | -0.9% | -0.7% | -0.8% |
| 3M | +4.9% | +3.9% | +1.0% | +1.3% |
| 6M | +21.9% | +14.5% | +7.4% | +7.8% |
| YTD | +24.2% | +12.9% | +11.3% | +11.3% |
| 1Y | +56.5% | +19.4% | +37.1% | +33.3% |
| All | +75.1% | +30.0% | +45.1% | +39.4% |
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