-8.1%
BROS vs S
-63.8%
+55.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.3% | +2.6% | -1.7% |
| 7D | -2.5% | +4.1% | -6.5% | -3.7% |
| 30D | -11.2% | -7.2% | -4.1% | -9.1% |
| 3M | -33.9% | 0.0% | -33.9% | -35.0% |
| 6M | -33.5% | +41.6% | -75.1% | -42.7% |
| YTD | -44.9% | +48.6% | -93.5% | -54.1% |
| 1Y | -41.5% | +30.0% | -71.5% | -49.1% |
| 3Y | +22.4% | +42.2% | -19.7% | -4.0% |
| 5Y | -45.7% | -70.8% | +25.1% | -31.6% |
| All | -8.1% | -63.8% | +55.7% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling