+3,473.6%
BSRR vs SPY
+2,932.4%
+541.3%
-81.3%
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% | -0.5% |
| 7D | +3.2% | +0.5% | +2.7% | +2.8% |
| 30D | +0.5% | -0.9% | +1.4% | +1.2% |
| 3M | +4.6% | +3.9% | +0.7% | +1.1% |
| 6M | +22.1% | +14.5% | +7.6% | +8.9% |
| YTD | +27.1% | +12.9% | +14.2% | +14.7% |
| 1Y | +37.9% | +19.4% | +18.5% | +18.9% |
| 3Y | +127.1% | +78.5% | +48.7% | +42.4% |
| 5Y | +104.0% | +81.8% | +22.3% | +23.5% |
| 10Y | +208.6% | +311.5% | -103.0% | +3.6% |
| All | +3,473.6% | +2,932.4% | +541.3% | +563.9% |
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