+19.7%
BROS vs SPXS
-86.3%
+106.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | -0.2% |
| 7D | -5.8% | +2.5% | -8.2% | -4.4% |
| 30D | -14.0% | +4.2% | -18.2% | -11.8% |
| 3M | -32.5% | -9.3% | -23.2% | -35.5% |
| 6M | -14.9% | -30.7% | +15.8% | -28.3% |
| YTD | -28.3% | -28.1% | -0.2% | -37.7% |
| 1Y | -34.0% | -35.1% | +1.1% | -45.0% |
| 3Y | +63.0% | -79.6% | +142.5% | -13.7% |
| All | +19.7% | -86.3% | +106.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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