+8.2%
SPGI vs BROS
+43.3%
-35.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +0.1% | -6.7% | +6.8% | +0.9% |
| 30D | +8.4% | -29.1% | +37.5% | +12.4% |
| 3M | +11.8% | -16.7% | +28.5% | +13.5% |
| 6M | +5.7% | -11.6% | +17.3% | +6.1% |
| YTD | -9.7% | -23.9% | +14.2% | -7.8% |
| 1Y | -12.5% | -34.8% | +22.3% | -9.4% |
| 3Y | +21.8% | +62.1% | -40.3% | +9.0% |
| All | +8.2% | +43.3% | -35.2% | -2.4% |
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 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