-92.6%
BRLT vs SPY
+72.1%
-164.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.7% |
| 7D | -15.2% | +2.6% | -17.8% | -17.9% |
| 30D | -14.6% | -2.0% | -12.6% | -12.7% |
| 3M | -9.6% | -2.8% | -6.8% | -6.8% |
| 6M | 0.0% | +2.1% | -2.1% | -3.4% |
| YTD | -29.7% | +11.5% | -41.2% | -39.3% |
| 1Y | -43.1% | +13.5% | -56.5% | -51.7% |
| 3Y | -36.6% | +77.7% | -114.3% | -71.9% |
| All | -92.6% | +72.1% | -164.7% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling