+201.3%
BRT vs SPY
+322.5%
-121.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.0% |
| 7D | -1.1% | -0.8% | -0.3% | -0.5% |
| 30D | -0.4% | -1.1% | +0.7% | +0.5% |
| 3M | -3.3% | +3.9% | -7.2% | -6.6% |
| 6M | +2.8% | +13.6% | -10.8% | -8.0% |
| YTD | 0.0% | +12.7% | -12.7% | -10.0% |
| 1Y | -7.6% | +17.5% | -25.1% | -19.9% |
| 3Y | -5.9% | +76.9% | -82.8% | -43.1% |
| 5Y | -4.5% | +83.6% | -88.0% | -44.7% |
| All | +201.3% | +322.5% | -121.2% | +11.2% |
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