+71.6%
BRUN vs SPY
+20.8%
+50.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +5.0% |
| 7D | +3.5% | +0.1% | +3.4% | +3.2% |
| 30D | -11.8% | +0.1% | -11.9% | -11.4% |
| 3M | -50.9% | +2.0% | -52.9% | -52.1% |
| 6M | +65.2% | +13.0% | +52.2% | +49.6% |
| YTD | +39.6% | +13.5% | +26.0% | +25.7% |
| 1Y | +71.6% | +20.0% | +51.6% | +63.4% |
| All | +71.6% | +20.8% | +50.8% | +63.4% |
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 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