-71.8%
BRR vs SPY
+28.9%
-100.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.2% | +5.3% |
| 7D | +23.8% | -0.4% | +24.2% | +24.5% |
| 30D | +68.2% | -1.4% | +69.6% | +71.0% |
| 3M | +64.4% | +3.7% | +60.7% | +55.7% |
| 6M | +0.7% | +13.0% | -12.3% | -13.4% |
| YTD | -19.0% | +12.4% | -31.4% | -29.8% |
| 1Y | -71.8% | +18.5% | -90.3% | -72.7% |
| All | -71.8% | +28.9% | -100.7% | -51.5% |
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