+252.8%
SPOT vs BRO
+184.7%
+68.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.1% | -7.3% | +4.2% | +0.6% |
| 30D | +7.4% | -6.9% | +14.2% | +11.3% |
| 3M | +8.2% | +10.7% | -2.5% | +2.5% |
| 6M | +2.2% | -2.7% | +4.9% | +3.1% |
| YTD | -9.5% | -16.3% | +6.9% | -2.2% |
| 1Y | -23.8% | -29.1% | +5.2% | -11.1% |
| 3Y | +233.5% | -7.8% | +241.3% | +239.8% |
| 5Y | +112.2% | +18.7% | +93.5% | +89.7% |
| All | +252.8% | +184.7% | +68.1% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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