+81.7%
SPYM vs BROS
+33.7%
+48.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -2.0% | -6.1% | +4.1% | -1.3% |
| 30D | -1.6% | -12.4% | +10.7% | -0.3% |
| 3M | +4.7% | -27.9% | +32.7% | +8.0% |
| 6M | +12.6% | -16.8% | +29.4% | +13.7% |
| YTD | +11.8% | -29.0% | +40.8% | +14.7% |
| 1Y | +17.5% | -33.2% | +50.7% | +21.1% |
| 3Y | +77.0% | +56.8% | +20.2% | +61.2% |
| All | +81.7% | +33.7% | +48.1% | +69.9% |
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