-37.5%
BROS vs SPG
+33.6%
-71.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -20.4% | +2.7% | -23.1% | -22.1% |
| 30D | -6.1% | +16.6% | -22.6% | -17.5% |
| 3M | -29.4% | +8.1% | -37.5% | -33.6% |
| 6M | -31.5% | +19.3% | -50.9% | -42.2% |
| YTD | -42.8% | +31.1% | -73.9% | -56.7% |
| 1Y | -37.5% | +32.8% | -70.3% | -53.8% |
| All | -37.5% | +33.6% | -71.1% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling