+75.8%
SPYM vs BROS
+57.4%
+18.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.8% |
| 6M | +12.6% | -16.8% | +29.4% | +13.5% |
| YTD | +11.8% | -29.0% | +40.8% | +14.5% |
| 1Y | +17.5% | -33.2% | +50.7% | +20.8% |
| All | +75.8% | +57.4% | +18.4% | +61.4% |
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 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