+81.3%
SPYM vs BROS
+10.5%
+70.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -1.1% |
| 7D | +2.6% | +6.3% | -3.8% | +1.8% |
| 30D | -2.0% | -8.3% | +6.3% | -1.3% |
| 3M | -2.8% | -29.8% | +27.0% | +0.6% |
| 6M | +2.2% | -25.8% | +28.0% | +4.4% |
| YTD | +11.5% | -41.4% | +52.9% | +16.5% |
| 1Y | +13.5% | -35.2% | +48.7% | +17.0% |
| 3Y | +78.0% | +32.8% | +45.3% | +64.7% |
| 5Y | +73.1% | -42.2% | +115.3% | +64.7% |
| All | +81.3% | +10.5% | +70.9% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling