+19.7%
BROS vs SPYG
+86.7%
-67.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | 0.0% |
| 7D | -5.8% | -0.9% | -4.9% | -4.6% |
| 30D | -14.0% | -1.5% | -12.4% | -12.3% |
| 3M | -32.5% | +3.7% | -36.2% | -36.3% |
| 6M | -14.9% | +16.4% | -31.3% | -31.1% |
| YTD | -28.3% | +13.3% | -41.6% | -39.8% |
| 1Y | -34.0% | +17.9% | -51.9% | -47.7% |
| 3Y | +63.0% | +98.3% | -35.4% | -37.2% |
| All | +19.7% | +86.7% | -67.0% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling