-90.1%
BRLT vs SPY
+83.8%
-173.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +4.2% |
| 7D | +13.6% | -2.0% | +15.6% | +16.5% |
| 30D | +12.8% | -1.7% | +14.4% | +15.1% |
| 3M | +20.0% | +4.7% | +15.3% | +12.6% |
| 6M | +11.9% | +12.5% | -0.6% | -4.6% |
| YTD | -14.3% | +11.7% | -26.0% | -26.1% |
| 1Y | -40.2% | +17.5% | -57.7% | -51.6% |
| 3Y | -46.8% | +76.6% | -123.4% | -76.7% |
| All | -90.1% | +83.8% | -173.9% | -95.6% |
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