-4.1%
BRO vs SPXS
-30.6%
+26.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.9% | +9.3% | +5.1% |
| 7D | +12.4% | +2.2% | +10.3% | +12.0% |
| 30D | +21.6% | +3.8% | +17.8% | +20.9% |
| 3M | +4.3% | +3.3% | +1.0% | +3.7% |
| 6M | +29.2% | -16.7% | +45.9% | +30.7% |
| YTD | -6.4% | -28.5% | +22.2% | -6.1% |
| All | -4.1% | -30.6% | +26.5% | -4.0% |
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