+22.6%
BROS vs SPXU
-86.4%
+109.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.2% |
| 7D | -6.6% | +1.3% | -7.8% | -6.0% |
| 30D | -12.3% | +5.1% | -17.5% | -9.7% |
| 3M | -22.2% | -9.1% | -13.1% | -25.6% |
| 6M | -14.3% | -29.6% | +15.3% | -27.2% |
| YTD | -26.6% | -27.7% | +1.1% | -36.1% |
| 1Y | -31.5% | -37.0% | +5.5% | -43.9% |
| 3Y | +62.3% | -80.2% | +142.4% | -15.8% |
| All | +22.6% | -86.4% | +109.0% | -26.4% |
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