+27.0%
BROS vs SPY
+85.3%
-58.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.3% |
| 7D | -6.7% | +0.1% | -6.8% | -6.9% |
| 30D | -29.1% | +0.1% | -29.1% | -29.1% |
| 3M | -16.7% | +2.0% | -18.7% | -19.8% |
| 6M | -11.6% | +13.0% | -24.6% | -27.6% |
| YTD | -23.9% | +13.5% | -37.5% | -38.1% |
| 1Y | -34.8% | +20.0% | -54.8% | -51.4% |
| 3Y | +62.1% | +77.2% | -15.1% | -35.3% |
| All | +27.0% | +85.3% | -58.3% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling