+748.8%
BRO vs SPXS
-100.0%
+848.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.8% |
| 7D | -7.3% | +2.5% | -9.8% | -6.7% |
| 30D | -6.9% | +4.2% | -11.1% | -5.8% |
| 3M | +10.7% | -9.3% | +20.0% | +8.0% |
| 6M | -2.7% | -30.7% | +28.0% | -11.2% |
| YTD | -16.3% | -28.1% | +11.7% | -22.7% |
| 1Y | -29.1% | -35.1% | +6.0% | -36.1% |
| 3Y | -7.8% | -79.6% | +71.7% | -35.5% |
| 5Y | +18.7% | -86.3% | +105.0% | -15.5% |
| 10Y | +291.9% | -99.5% | +391.4% | +45.0% |
| All | +748.8% | -100.0% | +848.8% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling