-100.0%
BRTX vs SPY
+579.8%
-679.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.5% |
| 7D | +1,820.7% | -2.0% | +1,822.7% | +1,816.2% |
| 30D | +1,214.3% | -1.7% | +1,215.9% | +1,210.5% |
| 3M | +626.3% | +4.7% | +621.6% | +620.3% |
| 6M | +869.1% | +12.5% | +856.6% | +855.8% |
| YTD | +134.9% | +11.7% | +123.2% | +132.1% |
| 1Y | +75.8% | +17.5% | +58.3% | +73.5% |
| 3Y | +54.4% | +76.6% | -22.2% | +57.4% |
| 5Y | -80.8% | +82.0% | -162.9% | -81.0% |
| 10Y | -100.0% | +317.1% | -417.1% | -100.0% |
| All | -100.0% | +579.8% | -679.8% | -100.0% |
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