-20.3%
BROS vs SPYG
+10.8%
-31.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.1% |
| 7D | +2.5% | -2.8% | +5.2% | +4.3% |
| 30D | +15.1% | -6.2% | +21.2% | +19.8% |
| 3M | -31.4% | -3.6% | -27.8% | -30.0% |
| 6M | -22.6% | +4.8% | -27.4% | -28.0% |
| YTD | -28.1% | +11.0% | -39.1% | -38.6% |
| 1Y | -20.3% | +11.2% | -31.5% | -32.0% |
| All | -20.3% | +10.8% | -31.1% | -32.0% |
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