-5.9%
SAP vs BROS
-18.6%
+12.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.1% |
| 7D | +1.3% | +2.5% | -1.2% | +1.0% |
| 30D | +15.5% | +15.1% | +0.5% | +13.4% |
| 3M | +22.8% | -31.4% | +54.2% | +28.1% |
| 6M | +42.5% | -22.6% | +65.1% | +44.6% |
| YTD | +0.5% | -28.1% | +28.7% | +0.6% |
| 1Y | -5.9% | -20.3% | +14.3% | -7.8% |
| All | -5.9% | -18.6% | +12.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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