+230.9%
SPOT vs BROS
+57.4%
+173.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.1% | +0.2% |
| 7D | -6.9% | -6.1% | -0.8% | -6.1% |
| 30D | +4.1% | -12.4% | +16.5% | +5.7% |
| 3M | +3.7% | -27.9% | +31.6% | +7.4% |
| 6M | -1.6% | -16.8% | +15.2% | -0.4% |
| YTD | -10.2% | -29.0% | +18.9% | -7.5% |
| 1Y | -25.9% | -33.2% | +7.3% | -23.3% |
| All | +230.9% | +57.4% | +173.5% | +215.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling