+57.7%
SAP vs BROS
+38.3%
+19.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | -0.3% | -6.6% | +6.3% | +0.6% |
| 30D | +0.3% | -12.3% | +12.6% | +1.8% |
| 3M | +16.9% | -22.2% | +39.1% | +19.8% |
| 6M | +6.3% | -14.3% | +20.6% | +7.3% |
| YTD | -12.4% | -26.6% | +14.2% | -10.1% |
| 1Y | -21.6% | -31.5% | +9.9% | -19.1% |
| 3Y | +54.8% | +62.3% | -7.5% | +39.5% |
| All | +57.7% | +38.3% | +19.4% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling