+120.1%
SPOT vs BROS
-43.5%
+163.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +0.9% |
| 7D | +1.6% | +6.3% | -4.7% | +0.1% |
| 30D | +16.9% | -8.3% | +25.3% | +18.1% |
| 3M | +23.0% | -29.8% | +52.7% | +31.7% |
| 6M | +42.2% | -25.8% | +68.0% | +48.1% |
| YTD | +5.5% | -41.4% | +46.9% | +15.0% |
| 1Y | -5.1% | -35.2% | +30.1% | +0.6% |
| 3Y | +257.9% | +32.8% | +225.1% | +182.2% |
| All | +120.1% | -43.5% | +163.5% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling