-90.7%
BRLT vs SPY
+85.3%
-176.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -6.4% |
| 7D | +4.4% | -0.8% | +5.2% | +5.3% |
| 30D | +8.4% | -1.1% | +9.5% | +9.7% |
| 3M | +16.4% | +3.9% | +12.5% | +10.4% |
| 6M | +9.2% | +13.6% | -4.4% | -8.2% |
| YTD | -18.9% | +12.7% | -31.5% | -30.9% |
| 1Y | -46.2% | +17.5% | -63.7% | -56.5% |
| 3Y | -50.1% | +76.9% | -127.0% | -78.2% |
| All | -90.7% | +85.3% | -176.0% | -95.9% |
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