+22.6%
BROS vs SPY
+83.5%
-60.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | -6.6% | -0.4% | -6.2% | -6.1% |
| 30D | -12.3% | -1.4% | -11.0% | -10.4% |
| 3M | -22.2% | +3.7% | -25.9% | -27.0% |
| 6M | -14.3% | +13.0% | -27.3% | -29.8% |
| YTD | -26.6% | +12.4% | -39.0% | -39.2% |
| 1Y | -31.5% | +18.5% | -50.0% | -47.9% |
| 3Y | +62.3% | +77.6% | -15.4% | -35.6% |
| All | +22.6% | +83.5% | -60.9% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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