+25.1%
BROS vs SPXS
-86.5%
+111.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -0.6% |
| 7D | -0.9% | -1.5% | +0.6% | -1.8% |
| 30D | -13.5% | +3.7% | -17.1% | -11.6% |
| 3M | -18.4% | -9.6% | -8.8% | -22.2% |
| 6M | -10.6% | -32.4% | +21.8% | -25.7% |
| YTD | -25.1% | -28.7% | +3.6% | -35.2% |
| 1Y | -28.6% | -38.1% | +9.4% | -42.1% |
| 3Y | +65.6% | -80.1% | +145.7% | -13.8% |
| All | +25.1% | -86.5% | +111.5% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling