+116.5%
SPOT vs BROS
+35.1%
+81.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -3.1% | -5.8% | +2.7% | -2.0% |
| 30D | +7.4% | -14.0% | +21.3% | +10.4% |
| 3M | +8.2% | -32.5% | +40.7% | +15.9% |
| 6M | +2.2% | -14.9% | +17.1% | +3.6% |
| YTD | -9.5% | -28.3% | +18.8% | -5.4% |
| 1Y | -23.8% | -34.0% | +10.1% | -19.5% |
| 3Y | +233.5% | +63.0% | +170.5% | +171.0% |
| All | +116.5% | +35.1% | +81.4% | +102.2% |
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