-4.6%
BROS vs SPG
+136.5%
-141.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -20.4% | +2.7% | -23.1% | -21.8% |
| 30D | -6.1% | +16.6% | -22.6% | -16.1% |
| 3M | -29.4% | +8.1% | -37.5% | -33.3% |
| 6M | -31.5% | +19.3% | -50.9% | -40.1% |
| YTD | -42.8% | +31.1% | -73.9% | -53.3% |
| 1Y | -37.5% | +32.8% | -70.3% | -49.3% |
| 3Y | +27.2% | +135.8% | -108.6% | -32.2% |
| 5Y | -47.0% | +85.1% | -132.0% | -70.4% |
| All | -4.6% | +136.5% | -141.0% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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