+76.5%
SPY vs BROS
+30.5%
+46.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -0.6% | -19.0% | +18.4% | +1.5% |
| 30D | -3.7% | -7.3% | +3.6% | -3.1% |
| 3M | -2.7% | -31.2% | +28.4% | +0.8% |
| 6M | +2.2% | -33.0% | +35.2% | +5.4% |
| YTD | +10.8% | -42.4% | +53.2% | +15.7% |
| 1Y | +11.2% | -37.7% | +49.0% | +15.0% |
| 3Y | +76.5% | +28.2% | +48.3% | +71.0% |
| All | +76.5% | +30.5% | +46.0% | +71.0% |
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