+65.6%
BROS vs SBAC
-9.5%
+75.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | -13.5% | +3.2% | -16.7% | -13.6% |
| 3M | -18.4% | -5.1% | -13.4% | -18.2% |
| 6M | -10.6% | -2.1% | -8.5% | -10.4% |
| YTD | -25.1% | -0.5% | -24.5% | -25.0% |
| 1Y | -28.6% | +1.1% | -29.8% | -28.7% |
| 3Y | +65.6% | -7.4% | +73.0% | +66.1% |
| All | +65.6% | -9.5% | +75.1% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling