-62.5%
SPCH vs BROS
-46.5%
-16.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -1.6% |
| 7D | +6.5% | +6.3% | +0.2% | +6.6% |
| 30D | -21.8% | -8.3% | -13.4% | -18.6% |
| 3M | -14.9% | -29.8% | +14.9% | -19.4% |
| All | -62.5% | -46.5% | -16.0% | -67.6% |
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 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 · Available span rolling