+123.3%
SPOT vs BROS
+43.3%
+80.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -0.9% | -6.7% | +5.7% | +0.4% |
| 30D | +12.5% | -29.1% | +41.6% | +19.6% |
| 3M | +9.9% | -16.7% | +26.6% | +12.8% |
| 6M | +1.6% | -11.6% | +13.2% | +2.1% |
| YTD | -6.6% | -23.9% | +17.3% | -3.5% |
| 1Y | -22.9% | -34.8% | +11.9% | -18.3% |
| 3Y | +244.3% | +62.1% | +182.2% | +180.9% |
| All | +123.3% | +43.3% | +80.0% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling