-3.5%
BRO vs SPXS
-21.4%
+17.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +13.2% | -12.6% | -1.0% |
| 7D | +9.9% | +14.3% | -4.4% | +7.8% |
| 30D | +22.3% | +19.4% | +2.9% | +19.3% |
| 3M | +5.3% | +16.2% | -10.9% | +3.0% |
| 6M | +30.3% | -3.4% | +33.8% | +29.6% |
| YTD | -5.7% | -19.1% | +13.3% | -7.0% |
| 1Y | -3.5% | -20.5% | +17.0% | -5.0% |
| All | -3.5% | -21.4% | +17.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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