-35.2%
BROS vs S
+30.9%
-66.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.6% |
| 7D | +6.3% | +2.0% | +4.3% | +6.1% |
| 30D | -8.3% | -2.7% | -5.6% | -7.7% |
| 3M | -29.8% | -6.9% | -22.9% | -29.1% |
| 6M | -25.8% | +38.1% | -63.9% | -30.0% |
| YTD | -41.4% | +48.0% | -89.4% | -45.7% |
| 1Y | -35.2% | +34.5% | -69.6% | -38.0% |
| All | -35.2% | +30.9% | -66.1% | -38.0% |
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