+60.2%
BRW vs SPY
+322.5%
-262.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.3% |
| 7D | -0.5% | -0.8% | +0.2% | -0.3% |
| 30D | -1.6% | -1.1% | -0.5% | -1.2% |
| 3M | +1.2% | +3.9% | -2.6% | -0.2% |
| 6M | +6.9% | +13.6% | -6.7% | +2.0% |
| YTD | +2.4% | +12.7% | -10.3% | -2.0% |
| 1Y | -8.6% | +17.5% | -26.1% | -13.8% |
| 3Y | +26.4% | +76.9% | -50.6% | +2.1% |
| 5Y | +37.8% | +83.6% | -45.8% | +8.7% |
| All | +60.2% | +322.5% | -262.2% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling