+157.1%
BRX vs SPY
+433.4%
-276.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -1.7% | -0.4% | -1.3% | -1.4% |
| 30D | -3.1% | -1.4% | -1.7% | -1.8% |
| 3M | -8.3% | +3.7% | -12.0% | -11.7% |
| 6M | -1.4% | +13.0% | -14.4% | -12.9% |
| YTD | +13.9% | +12.4% | +1.5% | +0.9% |
| 1Y | +8.3% | +18.5% | -10.2% | -9.1% |
| 3Y | +49.9% | +77.6% | -27.7% | -17.1% |
| 5Y | +56.5% | +81.7% | -25.2% | -15.6% |
| 10Y | +73.2% | +319.7% | -246.5% | -51.9% |
| All | +157.1% | +433.4% | -276.3% | -37.3% |
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