+27.0%
BROS vs S
+34.5%
-7.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.7% |
| 7D | -21.2% | -13.4% | -7.8% | -18.3% |
| 30D | -11.6% | -14.0% | +2.4% | -8.4% |
| 3M | -36.7% | +4.9% | -41.5% | -38.2% |
| 6M | -42.8% | +42.0% | -84.8% | -49.4% |
| YTD | -44.8% | +45.1% | -90.0% | -52.1% |
| 1Y | -36.5% | +33.1% | -69.6% | -43.5% |
| 3Y | +27.0% | +40.6% | -13.7% | -0.1% |
| All | +27.0% | +34.5% | -7.5% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling