+68.4%
SAP vs BROS
+30.6%
+37.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | -0.4% |
| 7D | +0.6% | +6.3% | -5.7% | -0.2% |
| 30D | +6.5% | -8.3% | +14.9% | +7.0% |
| 3M | +12.2% | -29.8% | +42.0% | +16.6% |
| 6M | +46.1% | -25.8% | +71.9% | +49.4% |
| YTD | -1.6% | -41.4% | +39.7% | +3.2% |
| 1Y | -5.1% | -35.2% | +30.1% | -1.9% |
| 3Y | +68.4% | +32.8% | +35.6% | +55.6% |
| All | +68.4% | +30.6% | +37.8% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling