-20.3%
BROS vs S
+36.5%
-56.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | +2.5% | -8.2% | +10.7% | +3.1% |
| 30D | +15.1% | -7.6% | +22.7% | +15.6% |
| 3M | -31.4% | +12.0% | -43.3% | -32.6% |
| 6M | -22.6% | +50.6% | -73.2% | -28.7% |
| YTD | -28.1% | +56.6% | -84.7% | -34.6% |
| 1Y | -20.3% | +39.2% | -59.5% | -24.0% |
| All | -20.3% | +36.5% | -56.8% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling