+25.1%
BROS vs SPYG
+87.5%
-62.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | -0.9% | +1.2% | -2.1% | -2.5% |
| 30D | -13.5% | -1.6% | -11.9% | -11.7% |
| 3M | -18.4% | +3.4% | -21.8% | -22.7% |
| 6M | -10.6% | +18.9% | -29.5% | -29.5% |
| YTD | -25.1% | +13.8% | -38.9% | -37.4% |
| 1Y | -28.6% | +20.6% | -49.2% | -45.2% |
| 3Y | +65.6% | +100.5% | -34.9% | -37.2% |
| All | +25.1% | +87.5% | -62.4% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling