+152.2%
SPOT vs BROS
+10.5%
+141.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +1.1% |
| 7D | +1.6% | +6.3% | -4.7% | +0.4% |
| 30D | +16.9% | -8.3% | +25.3% | +18.0% |
| 3M | +23.0% | -29.8% | +52.7% | +30.4% |
| 6M | +42.2% | -25.8% | +68.0% | +47.3% |
| YTD | +5.5% | -41.4% | +46.9% | +13.7% |
| 1Y | -5.1% | -35.2% | +30.1% | -0.1% |
| 3Y | +257.9% | +32.8% | +225.1% | +200.6% |
| 5Y | +118.4% | -42.2% | +160.5% | +102.5% |
| All | +152.2% | +10.5% | +141.8% | +142.9% |
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