-80.9%
BRTX vs SPY
+82.3%
-163.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.1% |
| 7D | +1,704.1% | -0.8% | +1,704.8% | +1,704.9% |
| 30D | +1,157.7% | -1.1% | +1,158.7% | +1,156.3% |
| 3M | +610.1% | +3.9% | +606.2% | +572.4% |
| 6M | +859.7% | +13.6% | +846.1% | +723.3% |
| YTD | +127.2% | +12.7% | +114.6% | +99.4% |
| 1Y | +66.9% | +17.5% | +49.4% | +41.1% |
| 3Y | +43.5% | +76.9% | -33.4% | -16.2% |
| All | -80.9% | +82.3% | -163.2% | -89.4% |
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