-42.6%
BROS vs SPYG
+67.3%
-109.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +7.7% |
| 7D | +6.3% | +2.3% | +4.0% | +3.2% |
| 30D | -8.3% | -6.5% | -1.9% | +0.7% |
| 3M | -29.8% | -6.8% | -22.9% | -22.9% |
| 6M | -25.8% | -3.1% | -22.7% | -23.5% |
| YTD | -41.4% | +8.0% | -49.4% | -47.6% |
| 1Y | -35.2% | +10.2% | -45.4% | -43.9% |
| 3Y | +32.8% | +91.0% | -58.2% | -46.9% |
| All | -42.6% | +67.3% | -109.9% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling