+22.6%
BROS vs SBAC
-42.9%
+65.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -6.6% | +0.2% | -6.8% | -6.7% |
| 30D | -12.3% | +3.9% | -16.2% | -13.4% |
| 3M | -22.2% | -8.2% | -14.0% | -20.5% |
| 6M | -14.3% | -2.8% | -11.5% | -14.7% |
| YTD | -26.6% | -1.5% | -25.0% | -27.6% |
| 1Y | -31.5% | 0.0% | -31.5% | -33.0% |
| 3Y | +62.3% | -8.4% | +70.6% | +55.8% |
| All | +22.6% | -42.9% | +65.5% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling