-28.6%
BROS vs S
+4.5%
-33.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | -0.9% | -5.8% | +4.9% | -0.2% |
| 30D | -13.5% | -9.2% | -4.2% | -12.6% |
| 3M | -18.4% | +23.4% | -41.8% | -22.3% |
| 6M | -10.6% | +36.9% | -47.5% | -17.6% |
| YTD | -25.1% | +29.5% | -54.6% | -30.4% |
| 1Y | -28.6% | +5.4% | -34.1% | -30.8% |
| All | -28.6% | +4.5% | -33.1% | -30.8% |
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