-2.9%
BRKU vs SPY
+28.8%
-31.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.4% |
| 7D | +1.8% | -0.8% | +2.6% | +2.4% |
| 30D | -0.8% | -1.1% | +0.3% | 0.0% |
| 3M | +8.2% | +3.9% | +4.3% | +4.9% |
| 6M | +1.3% | +13.6% | -12.3% | -9.3% |
| YTD | -5.0% | +12.7% | -17.7% | -14.6% |
| 1Y | -6.1% | +17.5% | -23.6% | -19.5% |
| All | -2.9% | +28.8% | -31.6% | -26.3% |
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 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