+79.0%
SAP vs BROS
+10.8%
+68.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.9% | +0.9% |
| 7D | +1.6% | -17.9% | +19.5% | +3.6% |
| 30D | +10.5% | -5.4% | +15.9% | +10.7% |
| 3M | +15.2% | -32.1% | +47.2% | +19.9% |
| 6M | +36.7% | -31.7% | +68.4% | +41.4% |
| YTD | -0.6% | -41.2% | +40.6% | +4.3% |
| 1Y | -4.1% | -32.6% | +28.5% | -1.3% |
| 3Y | +73.2% | +32.7% | +40.6% | +59.3% |
| 5Y | +74.1% | -44.2% | +118.4% | +65.4% |
| All | +79.0% | +10.8% | +68.2% | +66.7% |
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