-4.6%
BROS vs SBAC
-41.9%
+37.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -20.4% | -2.8% | -17.6% | -19.7% |
| 30D | -6.1% | +3.1% | -9.2% | -7.0% |
| 3M | -29.4% | +5.1% | -34.5% | -30.6% |
| 6M | -31.5% | -11.4% | -20.1% | -29.3% |
| YTD | -42.8% | +0.2% | -43.0% | -44.0% |
| 1Y | -37.5% | -3.9% | -33.6% | -37.8% |
| 3Y | +27.2% | -7.7% | +34.8% | +22.4% |
| 5Y | -47.0% | -39.7% | -7.2% | -33.2% |
| All | -4.6% | -41.9% | +37.3% | +23.3% |
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