-43.9%
BRUN vs SPY
+14.6%
-58.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.7% | -14.8% | -17.8% |
| 7D | -24.5% | -0.7% | -23.8% | -22.8% |
| 30D | -53.6% | -1.0% | -52.6% | -51.3% |
| 3M | -70.4% | -0.3% | -70.0% | -69.2% |
| 6M | -64.5% | +7.3% | -71.9% | -66.4% |
| YTD | -47.4% | +13.3% | -60.8% | -51.8% |
| 1Y | -43.9% | +14.8% | -58.7% | -49.7% |
| All | -43.9% | +14.6% | -58.6% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling