+79.7%
SPY vs BROS
+80.7%
-1.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +0.1% | -6.7% | +6.8% | +0.8% |
| 30D | +0.1% | -29.1% | +29.1% | +3.5% |
| 3M | +2.0% | -16.7% | +18.7% | +3.3% |
| 6M | +13.0% | -11.6% | +24.6% | +13.2% |
| YTD | +13.5% | -23.9% | +37.5% | +15.5% |
| 1Y | +20.0% | -34.8% | +54.8% | +23.8% |
| All | +79.7% | +80.7% | -1.0% | +63.2% |
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