+25.1%
BROS vs SPY
+84.3%
-59.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.6% |
| 7D | -0.9% | +0.5% | -1.5% | -1.9% |
| 30D | -13.5% | -0.9% | -12.5% | -12.1% |
| 3M | -18.4% | +3.9% | -22.3% | -23.7% |
| 6M | -10.6% | +14.5% | -25.1% | -28.4% |
| YTD | -25.1% | +12.9% | -38.0% | -38.4% |
| 1Y | -28.6% | +19.4% | -48.0% | -46.4% |
| 3Y | +65.6% | +78.5% | -12.9% | -34.8% |
| All | +25.1% | +84.3% | -59.2% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling