+82.8%
SPYM vs BROS
+38.3%
+44.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -0.4% | -6.6% | +6.2% | +0.4% |
| 30D | -1.4% | -12.3% | +11.0% | 0.0% |
| 3M | +3.7% | -22.2% | +25.9% | +6.0% |
| 6M | +13.0% | -14.3% | +27.3% | +13.9% |
| YTD | +12.5% | -26.6% | +39.0% | +15.0% |
| 1Y | +18.6% | -31.5% | +50.1% | +21.9% |
| 3Y | +78.0% | +62.3% | +15.8% | +61.5% |
| All | +82.8% | +38.3% | +44.5% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling