+18.4%
BROS vs SBAC
-44.5%
+62.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.5% | -2.5% |
| 7D | -6.1% | -5.3% | -0.8% | -4.5% |
| 30D | -12.4% | +0.4% | -12.8% | -12.5% |
| 3M | -27.9% | -11.9% | -16.0% | -25.4% |
| 6M | -16.8% | -4.5% | -12.3% | -16.8% |
| YTD | -29.0% | -4.3% | -24.7% | -29.4% |
| 1Y | -33.2% | -3.9% | -29.3% | -33.8% |
| 3Y | +56.8% | -11.0% | +67.8% | +51.9% |
| All | +18.4% | -44.5% | +62.9% | +55.5% |
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 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