+149.5%
BRKR vs SPY
+322.5%
-173.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.2% |
| 7D | -8.7% | -0.8% | -7.9% | -7.8% |
| 30D | -9.9% | -1.1% | -8.8% | -8.7% |
| 3M | -3.1% | +3.9% | -6.9% | -7.6% |
| 6M | +45.5% | +13.6% | +31.9% | +26.1% |
| YTD | +13.7% | +12.7% | +1.0% | -0.4% |
| 1Y | +67.4% | +17.5% | +49.9% | +40.1% |
| 3Y | -13.2% | +76.9% | -90.1% | -54.1% |
| 5Y | -39.5% | +83.6% | -123.1% | -69.2% |
| All | +149.5% | +322.5% | -173.0% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling