+1,600.5%
BRT vs SPY
+3,067.3%
-1,466.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -0.4% | -1.1% | +0.7% | +0.1% |
| 3M | -3.3% | +3.9% | -7.2% | -5.2% |
| 6M | +2.8% | +13.6% | -10.8% | -3.5% |
| YTD | 0.0% | +12.7% | -12.7% | -5.8% |
| 1Y | -7.6% | +17.5% | -25.1% | -14.7% |
| 3Y | -5.9% | +76.9% | -82.8% | -28.4% |
| 5Y | -4.5% | +83.6% | -88.0% | -28.6% |
| 10Y | +203.9% | +320.7% | -116.8% | +67.6% |
| All | +1,600.5% | +3,067.3% | -1,466.8% | +482.6% |
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