-34.8%
BROS vs SPYG
+22.6%
-57.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -6.7% | +0.4% | -7.0% | -6.9% |
| 30D | -29.1% | -0.4% | -28.6% | -28.8% |
| 3M | -16.7% | +0.5% | -17.2% | -17.0% |
| 6M | -11.6% | +17.5% | -29.1% | -26.0% |
| YTD | -23.9% | +14.3% | -38.3% | -35.3% |
| 1Y | -34.8% | +21.7% | -56.5% | -47.6% |
| All | -34.8% | +22.6% | -57.4% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling