-2.1%
BROS vs SBAC
-41.7%
+39.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +6.0% |
| 7D | +6.3% | +0.6% | +5.7% | +6.1% |
| 30D | -8.3% | +5.5% | -13.8% | -9.8% |
| 3M | -29.8% | +3.1% | -32.9% | -30.6% |
| 6M | -25.8% | -7.0% | -18.8% | -24.7% |
| YTD | -41.4% | +0.5% | -41.9% | -42.6% |
| 1Y | -35.2% | +0.2% | -35.4% | -36.6% |
| 3Y | +32.8% | -7.4% | +40.1% | +27.7% |
| 5Y | -42.2% | -39.7% | -2.4% | -27.0% |
| All | -2.1% | -41.7% | +39.6% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling