-20.3%
BROS vs SBAC
+2.4%
-22.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.9% |
| 7D | +2.5% | +5.8% | -3.3% | +2.4% |
| 30D | +15.1% | +20.8% | -5.7% | +14.8% |
| 3M | -31.4% | +4.8% | -36.1% | -31.2% |
| 6M | -22.6% | -9.1% | -13.5% | -21.8% |
| YTD | -28.1% | +3.1% | -31.2% | -27.4% |
| 1Y | -20.3% | +2.2% | -22.4% | -18.7% |
| All | -20.3% | +2.4% | -22.6% | -18.7% |
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