-50.4%
BRSL vs SPY
+72.1%
-122.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | -0.9% | +2.6% | -3.5% | -4.1% |
| 30D | +2.6% | -2.0% | +4.6% | +5.0% |
| 3M | -14.4% | -2.8% | -11.6% | -11.4% |
| 6M | -6.8% | +2.1% | -9.0% | -10.0% |
| YTD | -32.8% | +11.5% | -44.3% | -42.6% |
| 1Y | -36.5% | +13.5% | -49.9% | -47.1% |
| 3Y | -48.1% | +77.7% | -125.8% | -78.9% |
| All | -50.4% | +72.1% | -122.5% | -78.3% |
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 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