+76.5%
SAP vs BROS
+7.7%
+68.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | -2.5% | -20.4% | +17.9% | -0.2% |
| 30D | +7.5% | -6.1% | +13.5% | +7.7% |
| 3M | +11.6% | -29.4% | +41.0% | +15.7% |
| 6M | +37.6% | -31.5% | +69.2% | +42.3% |
| YTD | -2.0% | -42.8% | +40.9% | +3.1% |
| 1Y | -6.4% | -37.5% | +31.1% | -2.7% |
| 3Y | +67.7% | +27.2% | +40.5% | +55.0% |
| 5Y | +75.7% | -47.0% | +122.7% | +67.5% |
| All | +76.5% | +7.7% | +68.8% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling