+34.3%
BRLN vs SPY
+114.2%
-79.9%
-3.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +1.1% | -0.9% | +2.0% | +1.2% |
| 3M | +1.2% | +3.9% | -2.7% | +0.9% |
| 6M | +3.4% | +14.5% | -11.1% | +2.4% |
| YTD | +2.4% | +12.9% | -10.5% | +1.4% |
| 1Y | +3.7% | +19.4% | -15.6% | +2.3% |
| 3Y | +19.9% | +78.5% | -58.6% | +14.3% |
| All | +34.3% | +114.2% | -79.9% | +26.2% |
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