+25.1%
BROS vs SPG
+111.2%
-86.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.4% |
| 7D | -0.9% | 0.0% | -0.9% | -1.0% |
| 30D | -13.5% | -4.9% | -8.5% | -10.1% |
| 3M | -18.4% | +3.3% | -21.7% | -20.5% |
| 6M | -10.6% | +11.2% | -21.8% | -17.6% |
| YTD | -25.1% | +17.1% | -42.1% | -33.4% |
| 1Y | -28.6% | +21.6% | -50.2% | -38.3% |
| 3Y | +65.6% | +111.9% | -46.3% | -4.7% |
| All | +25.1% | +111.2% | -86.1% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling