-18.9%
BRSL vs SPY
+322.5%
-341.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | 0.0% |
| 7D | -4.4% | -0.8% | -3.7% | -3.3% |
| 30D | -2.6% | -1.1% | -1.5% | -0.9% |
| 3M | -7.9% | +3.9% | -11.8% | -13.2% |
| 6M | -13.2% | +13.6% | -26.9% | -28.8% |
| YTD | -26.0% | +12.7% | -38.7% | -38.6% |
| 1Y | -30.9% | +17.5% | -48.4% | -46.3% |
| 3Y | -50.7% | +76.9% | -127.6% | -80.3% |
| 5Y | -24.1% | +83.6% | -107.7% | -70.3% |
| All | -18.9% | +322.5% | -341.4% | -86.3% |
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