+111.0%
BSRR vs SPY
+79.8%
+31.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.7% |
| 7D | +0.4% | -2.0% | +2.4% | +1.8% |
| 30D | +1.0% | -1.7% | +2.6% | +2.1% |
| 3M | +2.4% | +4.7% | -2.3% | -1.2% |
| 6M | +22.6% | +12.5% | +10.1% | +12.2% |
| YTD | +27.7% | +11.7% | +16.0% | +17.5% |
| 1Y | +40.2% | +17.5% | +22.7% | +24.2% |
| 3Y | +128.1% | +76.6% | +51.6% | +57.6% |
| 5Y | +111.0% | +82.0% | +28.9% | +42.7% |
| All | +111.0% | +79.8% | +31.2% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling