+4.7%
SPGI vs BROS
+41.2%
-36.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | -2.5% | -0.9% | -1.5% | -2.4% |
| 30D | +5.4% | -13.5% | +18.9% | +7.1% |
| 3M | +9.0% | -18.4% | +27.5% | +11.0% |
| 6M | +0.8% | -10.6% | +11.4% | +1.1% |
| YTD | -12.6% | -25.1% | +12.5% | -10.6% |
| 1Y | -16.1% | -28.6% | +12.5% | -14.0% |
| 3Y | +19.0% | +65.6% | -46.6% | +6.2% |
| All | +4.7% | +41.2% | -36.5% | -5.4% |
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