+114.8%
SPOT vs BROS
+33.7%
+81.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.1% | +0.4% |
| 7D | -6.9% | -6.1% | -0.8% | -5.7% |
| 30D | +4.1% | -12.4% | +16.5% | +6.7% |
| 3M | +3.7% | -27.9% | +31.6% | +9.5% |
| 6M | -1.6% | -16.8% | +15.2% | +0.2% |
| YTD | -10.2% | -29.0% | +18.9% | -5.9% |
| 1Y | -25.9% | -33.2% | +7.3% | -21.9% |
| 3Y | +235.6% | +56.8% | +178.8% | +175.2% |
| All | +114.8% | +33.7% | +81.2% | +101.1% |
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