-43.4%
BROS vs SPG
+83.5%
-126.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.5% |
| 7D | -19.0% | +5.6% | -24.6% | -22.2% |
| 30D | -7.3% | +17.6% | -24.8% | -18.2% |
| 3M | -31.2% | +7.5% | -38.7% | -34.9% |
| 6M | -33.0% | +18.5% | -51.6% | -41.5% |
| YTD | -42.4% | +30.9% | -73.3% | -53.3% |
| 1Y | -37.7% | +34.1% | -71.8% | -50.4% |
| 3Y | +28.2% | +135.5% | -107.3% | -34.2% |
| 5Y | -43.4% | +86.5% | -129.9% | -67.2% |
| All | -43.4% | +83.5% | -126.8% | -67.2% |
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