-45.7%
BROS vs SPXU
-83.8%
+38.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.1% |
| 7D | -2.5% | -9.4% | +6.9% | -7.4% |
| 30D | -11.2% | +7.4% | -18.7% | -5.2% |
| 3M | -33.9% | +6.2% | -40.1% | -29.8% |
| 6M | -33.5% | -7.2% | -26.3% | -33.8% |
| YTD | -44.9% | -26.8% | -18.2% | -50.6% |
| 1Y | -41.5% | -26.3% | -15.2% | -47.0% |
| 3Y | +22.4% | -80.6% | +103.1% | -37.5% |
| 5Y | -45.7% | -83.6% | +37.9% | -65.3% |
| All | -45.7% | -83.8% | +38.1% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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