+2.9%
SPGI vs BROS
-18.6%
+21.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.2% |
| 7D | +7.2% | +2.5% | +4.7% | +6.9% |
| 30D | +23.2% | +15.1% | +8.2% | +21.1% |
| 3M | +17.0% | -31.4% | +48.4% | +21.9% |
| 6M | +20.4% | -22.6% | +43.0% | +22.3% |
| YTD | -1.9% | -28.1% | +26.2% | -1.0% |
| 1Y | +2.9% | -20.3% | +23.2% | +2.5% |
| All | +2.9% | -18.6% | +21.5% | +2.5% |
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 · 6 months rolling