+148.7%
SPMO vs BROS
+35.1%
+113.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -0.9% | -5.8% | +4.8% | -0.3% |
| 30D | -1.9% | -14.0% | +12.0% | -0.4% |
| 3M | -1.4% | -32.5% | +31.1% | +2.4% |
| 6M | +25.5% | -14.9% | +40.4% | +26.6% |
| YTD | +24.8% | -28.3% | +53.1% | +28.0% |
| 1Y | +24.5% | -34.0% | +58.5% | +28.4% |
| 3Y | +157.1% | +63.0% | +94.2% | +137.8% |
| All | +148.7% | +35.1% | +113.6% | +135.4% |
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