-47.0%
BROS vs SPY
+74.6%
-121.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -2.9% |
| 7D | -20.4% | -0.9% | -19.5% | -18.0% |
| 30D | -6.1% | -2.4% | -3.7% | -1.1% |
| 3M | -29.4% | -1.2% | -28.2% | -27.3% |
| 6M | -31.5% | +3.3% | -34.8% | -34.8% |
| YTD | -42.8% | +12.3% | -55.1% | -52.2% |
| 1Y | -37.5% | +12.4% | -49.9% | -47.9% |
| 3Y | +27.2% | +78.8% | -51.6% | -50.6% |
| 5Y | -47.0% | +75.2% | -122.1% | -77.8% |
| All | -47.0% | +74.6% | -121.6% | -77.8% |
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