-48.7%
BRSP vs SPY
+210.4%
-259.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.4% |
| 7D | -0.2% | +0.5% | -0.8% | -0.9% |
| 30D | -9.6% | -0.9% | -8.6% | -8.5% |
| 3M | -13.3% | +3.9% | -17.2% | -17.7% |
| 6M | -13.9% | +14.5% | -28.4% | -27.9% |
| YTD | -12.3% | +12.9% | -25.3% | -25.4% |
| 1Y | -12.5% | +19.4% | -31.8% | -30.9% |
| 3Y | -3.0% | +78.5% | -81.4% | -56.1% |
| 5Y | -17.3% | +81.8% | -99.0% | -63.8% |
| All | -48.7% | +210.4% | -259.2% | -88.3% |
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 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