-1.8%
BROS vs SBAC
-41.8%
+40.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.5% |
| 7D | -17.9% | +3.0% | -20.9% | -18.6% |
| 30D | -5.4% | +4.3% | -9.7% | -6.6% |
| 3M | -32.1% | +4.1% | -36.2% | -33.1% |
| 6M | -31.7% | -11.6% | -20.1% | -29.4% |
| YTD | -41.2% | +0.4% | -41.5% | -42.5% |
| 1Y | -32.6% | -1.1% | -31.5% | -33.7% |
| 3Y | +32.7% | -7.3% | +39.9% | +27.5% |
| 5Y | -44.2% | -40.8% | -3.5% | -28.9% |
| All | -1.8% | -41.8% | +40.0% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling