-34.8%
BROS vs SBAC
-3.2%
-31.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -6.7% | -0.8% | -5.9% | -6.6% |
| 30D | -29.1% | +6.9% | -36.0% | -29.2% |
| 3M | -16.7% | -8.2% | -8.5% | -16.1% |
| 6M | -11.6% | -1.6% | -10.0% | -10.9% |
| YTD | -23.9% | -0.1% | -23.8% | -23.5% |
| 1Y | -34.8% | -0.5% | -34.3% | -34.5% |
| All | -34.8% | -3.2% | -31.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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